Modern cables with XLPE insulation can handle very high voltages without active oil cooling, here’s a 345/400kV rated underground cable assembly rated for 90C: https://assets.southwire.com/adaptivemedia/rendition?id=332f...

Yeah, the wires in the new London tunnels are XLPE. Despite being first used in the late 60s it took a long time to be commonly used. Though much of the infrastructure around is still very old.