True. There is a small trick though what you can use to make it bit more easier.
First upgrade your stations. Then work on the line. When line is upgraded it should show red when hovering over it with the upgrade tool. This red should expand to the station as well, if the connection is all the way through. If station doesn’t turn red, there is a piece of catenary missing between the line and the station itself. This helps you to pinpoint the problem location.