Basic fact of physics, radio waves do not like to go through the ground, and they especially don't do so well with getting into metal tubes under the ground. Many metro systems do have cell service, generally through repeaters. Sometimes if a tunnel is shallow enough, the signal can get through anyway, or find its way in via ventilation ducts. Generally, the radios that the train drivers use (where they have them anyway) work by picking up a signal from a "leaky coax" antenna stung along the tunnel wall.