Subways are dusty because they use mechanical brakes that produce metal dust particles.

For $50 per carriage, dust collecting sponges, fans or filters could be fitted, but train companies don't care. By doing anything about the dust they might be opening themselves up to lawsuits claiming they didn't do enough about a risk they knew about... There are also political issues - often the train company bought the trains 50 years ago and will pay extortionate prices to the original manufacturer for any modifications, and if they make modifications themselves the manufacturer will drop all support.

Many modern trains are starting to have electric braking, and that produces far less dust.

You say “train companies” as if every major subway/metro outside of Japan wasn’t nationalized in the early 20th century.

Same applies even moreso when it's government run...

> Is there a fundamental reason why the subway must be like that?

1) Dust from brakes, as noted by other comments.

2) Tunnels, and stations in underground spaces, therefor hard to ventilate.

> I assume it's not as bad in say Hong Kong?

No idea, but air quality in the London underground is very bad indeed. I mean you can sometimes see a visible brown haze looking down the length of the platform.

https://airqualitynews.com/2019/11/29/air-pollution-on-londo...

Having lived in Manhattan for 7 years, and Hong Kong for 9, I'm pretty sure the air quality inside the Hong Kong MTR is better than the NYC subway. Air in the stations in Hong Kong is air conditioned and filtered. Not that feeling is the best measure, but the feeling of the air in a lot of the NYC stations is just not great.

Outdoor air quality in Hong Kong was pretty rough a few years on either side of 2014, but it has either gotten better lately or I've stopped noticing the bad days.

I was surprised about the actual driving too. Vancouver's Skytrain is automated and largely outdoors, with the exception of occasionally needing to take a train over manually