- Wages are high, so labor for construction is very expensive (not unique to the US)
- It's difficult to acquire property to build new stuff in existing cities compared to building in new places.
- It is also incredibly slow/expensive to build subways if you try to prioritize minimizing inconvenience to nearby residents above all else (cut-and-cover is MUCH faster/cheaper than tunneling).
- The US is also not very interested in trying to learn from what construction techniques, etc. have worked for public transit in other countries
Aside from the first point, a lot of this comes down to the fact that even in places in the US that have decent public transit, transit is treated more as a toy that is nice to have than a serious priority by the government, and it is only built when it doesn't cause any inconvenience to residents/drivers/etc.
The US has historically been willing to demolish low income areas and force people to move in order to build highways, however.