So, as you discovered, if a point is within a polygon, NEAR_DIST will be zero.
There's no way to switch to centroid in the Near tool. You have to do an extra step:
Use Feature To Point (Data Management)—ArcGIS Pro | Documentation to get the centroids of the polygons. Then run the Near tool with these centroids.
While this results in NEAR_DIST > 0, it loses the relationship to the polygons, because NEAR_FID uses the ObjectID of the centroids and you can't switch that to ORIG_FID (the ObjectID of the polygons).
If you need the OBJECTIDs of the polygons, you have to use Join Field (Data Management)—ArcGIS Pro | Documentation, joining Centroids.ORIG_FID to the station fc with the relation Centroids.OBJECTID = stations.NEAR_FID
Have a great day!
Johannes