https://stewartmader.com/wp-content/uploads/Subway-NY-NJ-sca...
There was also once a proposal to have the 7 train go out to Seacaucus Junction, which would be huge for accessing the East Side for NJers.
It takes 27 rather than 15 minutes to Paddington, but it's also half the price of the Heathrow Express.
It's the purple edged line: https://content.tfl.gov.uk/london-rail-and-tube-services-map...
From Newark I think it's a bus to a train station, then a train to NY Penn.
The "default" way to get from Heathrow/Gatwick/Stansted to London is a train from the terminal to the centre, typically multiple options.
The default way in the US is taxi. Massively inefficient, but a lot of people make a lot of money from it. Why have a plane load of people on a single train costing $5k, when you can have 200 taxis costing $20k, generating 4 times the GDP.