@WBYeats,
Quote:protested against the fare hike in (the) Fujian MTR station.
There's a difference here, WB. As I don't really know this situation you're describing for China, I'll give an example for Japan. If it's the same, as determined by you then the articles will likely be the same.
Let's use the big, famous stations that likely most have heard of.
protested against the fare hike in the Tokyo subway/JR station.
Here, with 'in' [or inside], the situation is quite specific and the speaker would want to denote that by specifying whether it was in the subway or the JR [Japan Railway] station.
protested against the fare hike
at the Tokyo Station.
Here, with 'at', the location isn't so specific. It could be around the general area of Tokyo Station, but the word 'station' is part of the name, as it would be for Shinjuku Station or Shibuya ..., Meguro ..., or Akihabara Stations.