When there isn't really a choice, fine build a deep station. Montreal is building a station 72m down, but it's driven by surrounding geography. What's a bad decision is deep tunnelling just because, like Toronto on the York subway extension. Deep bore under suburbia is really wasteful spending and that same transit budget could be building a lot more transit.

https://en.wikipedia.org/wiki/Édouard-Montpetit_station#REM_...