I've seen a lot of people complain that the locomotive looks too short compared to the coaches. An dwhile I agree it does look somewhat stubby, I think the length isn't necessarily a problem as much as the porportions of the boiler to it's overall length are.
We can see that the locomotive + tender is slightly shorter than a single coach in the set.
The Pullman sleeper coaches somewhat similiar to those that would have been on the Orient Express are 63ft 10inches long: https://www.kentrail.org.uk/phoenix_pullman.htm
There's been a number of 4-6-0 locomotives that this set has been compared to, one of them being the Prussian P8. I was able to find the overall wheelbase (locomotive + tender), which is the distance between the front axles to the rear tender axles, as 50.92 ft. That's most of the length of the total locomotive plus tender, with only a few more feet before and after those axles: https://www.steamlocomotive.com/locobase.php?country=Germany&wheel=4-6-0&railroad=ps#1266
Therefore, it's perfectly reasonable for a 4-6-0 locomotive and tender to be slightly shorter than a single coach.