Except for all the utility conduits (only half of which are actually marked), gas pipes, steam pipes, water pipes, sewage pipes, forgotten tunnels (remember the Chicago flood?), subway tunnels, basements, foundations, and pilings. Sure, you could avoid a lot of that by going very deep, but you still have problems with ventilation and access shafts to deep tunnels.
> “Without tunnels we’ll be in traffic hell forever” -Elon
The way to fix traffic hell is to accept that, if you live in a large city, space is at a premium, and your single-occupancy vehicle takes up 20 times the space as standing on a train.