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Such shrouds a long history running back to the streamlined steam locos of the 1930s. But historically, the shrouds have been removed more often than not for a reason unrelated to aerodynamics and noise: accessibility for maintenance.
The second issue is that even for high-speed trains where the maintenance difficulty may be an acceptable trade-off, the limitation is that parts of the bogie can protrude beyond the outer envelope of the carbody in curves. If the bogie shroud has to bump out significantly, then it will be a noise source itself. Of course, for normal-gauge vehicles, protruding bogie parts in curves are more likely the narrower the carbody, thus it is easier to design a bogie-shrouded high-speed train for Japan or China than continental Europe, and it is virtually impossible for Britain.
Now for some real-world examples:
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