I think there’s some confusion about what is considered a subway. By strict definition, it is an underground train. However, many large cities with public transportation have trains with above ground sections, as well as underground sections, and are still called subways. Often, the outer stations, away from the inner city or “downtown” areas, are outside trains. So you might get in the train underground and end up at your destination above ground, without changing trains.
The NYC subway system, for example, is underground in Manhattan, but also goes to the boroughs of Brooklyn, Queens, and the Bronx, via tunnels under the river (because Manhattan is an island). Most stations outside of Manhattan are either at grade level or on elevated platforms (also referred to as the El). Similarly, the DC Metro runs underground within the district/city, but also connects to the suburbs in MD and VA, where many of the stations are also above ground/outdoors. Same with Boston, same with London. (In New York, there are also separate commuter lines, not part of the subway, that connect Manhattan with some of the northern counties, CT, NJ, and Long Island.)