> When most cities build metro systems, they simply blast through rock.

I'm not sure that this is true (ignoring the bit about blasting, which hasn't been a standard way to build metro lines for a very long time, of course); there was a lot found when London's Crossrail was built, say.

(While it's not made totally clear, I assume they're mostly finding stuff building stations, not tunnels. The tunnels are ~20m below ground, but the stations have to go all the way to the surface.)

Really, any old city, anytime you build anything you may find something. For instance, here's a supermarket with bonus Viking ruins in Dublin: https://www.atlasobscura.com/places/aungier-street-lidl-arch...

> (While it's not made totally clear, I assume they're mostly finding stuff building stations, not tunnels. The tunnels are ~20m below ground, but the stations have to go all the way to the surface.)

This is exactly right. Rome's subway is famously dug very deep (30-80 meters) so the tunnels run under the ruins, but each station requires an excavation down to tunnel depth.

Blasting through rock is expensive and only done if needed - I'd suspect that most projects now are cut and cover or tunnel boring machine - both of which can also be terribly expensive (see: Seattle).