But a mountain would work, yes? And if you already need the mountain lab for physics, what is the extra cost to staff military personnel there?
AFAIK nobody goes 'that deep' for science alone, it's always adjacent to mining, leftofer/unused/abandoned tunnels, and often closes down when the mining ceases, and the operation getting too expensive without the ongoing mining.
See https://en.wikipedia.org/wiki/SNOLAB , https://en.wikipedia.org/wiki/Canfranc_Underground_Laborator... , https://en.wikipedia.org/wiki/Sanford_Underground_Research_F... for some examples.