In places like London, a major problem with the underground system is that even space to surface vents for aircon etc. is restricted enough for it to be a problem. Fitting access ramps would be a massive problem.
The lack of space for aircon vents has gotten to the point where the clay surrounding the underground tunnels are permanently 5+ degrees warmer than it was when the system was built, because not enough heat is pumped back out, and it soaks up less and less of the waste heat. Most of central London is basically sitting on top of a giant clay heatsink.
Building down also doesn't add all that much when trains run frequently enough that junctions/intersections are not viable without delays or sacrificing speed. As well as when depth changes need to be very gradual...
The irony is that building more tunnels is by far easiest in cities too small to need the capacity - if you have long intervals between trains, for example, junctions become a far more manageable problem, leaving far more trajectories free to use.