That's an ideal and not actual reality.

Taking London as an example, there aren't many ways to cross London in such a way using commuter rail (ThamesLink currently and Crossrail in the future are probably the only two?). Most people would still use the tube.

That's why 1hr + journeys in London are not uncommon.

(edited to add) London and New York are also much much larger cities than Madrid. It's not really a fair comparison.