I think the fencing is to make it less likely that people will cross through the busway between platforms. If there is only one bus that works for you, ie you need to be on a 34E, then you'd have no reason to cross. But somebody going to Rozzie Square can take most buses from either platform, so they might cross to grab whichever one is about to leave next. That's a safety issue, so the fence is there to force people to only cross at the designated crosswalk. It looks much nicer than the "temporary" chain link fences they used in the old depot.
One other thing to add, now that I've used the depot several times to get a sense of things: I really like the view from the Hyde Park Ave. side of the depot, where you wait for the Washington St. buses (34/40/50). It feels a bit like an el station, the way it's almost over hanging the street and you can look down at the bars and restaurants. With the new buildings going up in the old parking lot, the spot has a distinctly urban flavor and is quite pleasing to my eye.
