We did?

Cologne's tram system is weird. Over the last century, they merged the tram, subway and selected private railways into a single network. The result is sort of a tram network on steroids, that also runs underground and serves longer distances to two neighboring cities. But it's still separate from the national train network or even "real" suburban trains (S-Bahn).

(Edit: Just learned the term "interurban" for that...)

That's unlike Berlin or Vienna, where you sometimes have subway and S-Bahn side by side in the same station, but on different tracks. I think that's closer to what they mean with "through-running"?