We try to avoid it in the US because it costs us 5-10x as much money to do it. If it cost Madrid $4.5 billion to build a two mile subway extension they wouldn’t do it either.
So the solution is to still build a tunnel... but smaller... and move hundreds of people through it really fast in separate, quite heavy vehicles with no possible way of escaping the tunnel when something goes wrong? And something will go wrong.
I'm rooting for Elon with all my heart to cut down the costs of digging tunnels, but everything else about this is just ludicrous.