Some are. Manhattan is a noticeable case where pretty much the entire power grid is buried.

https://www.washingtonpost.com/news/wonk/wp/2012/07/25/why-m...

>All told, the Edison Electric Institute estimates (pdf) that some 18 percent of the country's distribution lines are buried. For the transmission system, only about 0.5 percent of lines sit beneath the surface. "Undergrounding an entire power system," says EIA, "is considered cost prohibitive." Instead, most utilities will just try to bury a few key lines.

Some places, yes. Unfortunately, in most places we don't. Usually wealthier neighborhoods get underground cables, but even then most long distance cables are up in the air, so if a hurricane destroys a long distance cable, you are screwed even if you have underground cables in your local neighborhood.

The low population density makes underground cables very expensive in many parts. Even where you have underground cables for neighborhoods, longer range transport will be done above ground (as in many parts of Europe). It's probably cheaper to rebuild poles every few years than laying underground.