That idea is cool, but not new (https://en.wikipedia.org/wiki/Chicago_Tunnel_Company, https://en.wikipedia.org/wiki/London_Post_Office_Railway)

That Chicago shows such a tunnel system may have surprising benefits:

”The tunnel company had a curious secondary business, namely air conditioning, which was accomplished by selling naturally cool tunnel air to theaters above the tunnels. The McVickers, Rialto and four other theaters owned by the same company used tunnel air. Tunnel air was also utilized in the winter, as heating this air required less energy than heating the often much colder outside air.”