You are building shelters meant for protection against collateral from your neighbors getting hit and wide area, city-destroying, Samson-option style air-burst attacks, not bunker-busting precision strike surface detonations designed specifically to crack your underground command centers and silos. It also guarantees you a longer time window between first detonation and you being targeted, meaning less dense shelter network and easier evacuation logistics.

I would assume same reason why in the nuclear warfare logic, it’s a threat to build anti-missile tech. If you start building nuclear shelters and also have capability for first strike, your adversaries are within their rights to think you are escalating, since you are increasing your population’s resiliency to a second strike (hence making it less costly for you to strike first).