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There are indeed places where large amounts of human activity takes place underground, often being metro systems and their associated retail spaces; Tokyo Station in Japan comes to mind as having an underground mall attached to it.
But the same caveats for underground construction of transportation systems also apply to all other underground structures that humans would like to build. Consider the differences between ground conditions in: the San Francisco Bay Area, Denver, and New York City.
The Bay Area is the outlet for major rivers in northern California, bounded by mountain ranges on virtually all sides. The surface is either a thin covering of soil atop this mountain rock, or is a layer of looser soil or mud, made from the sediments carried in by those rivers. This makes for fantastic agricultural conditions but presents a real risk of liquifaction when there's an earthquake. While an underground structure wouldn't fall over -- because it's within the ground -- it could certainly lose its supports unless it has piles all the way down to the rock. And that's only buildable on the narrow shoreline region where there's sufficient depth before hitting the rock layer.
With Denver, it's basically all rock, so to build within the rock would require blasting it away and building within the hole, or to build normally then bury the structure in fill, so that it's below grade.
With NYC, it's a different story because the ground conditions make it fairly easy to dig tunnels and drive piles, and the bedrock layer beneath Manhattan is strong enough to support the weight of supertall-class skyscrapers. On this point, the New York Fed's Gold Vault is in the basement in Manhattan, precisely because the volume of gold inside would be a serious strain on any foundation and the geology beneath.
All that said, the surface conditions in some extreme climates may warrant building underground, or avoiding the underground outright. Burying a dwelling in New Mexico would make a lot of sense, due to the hot and dry Southwestern climate. But in Alaska, an underground dwelling would cause melting of the permafrost layer below, resulting in a similar situation to liquefaction. I suppose this can be mitigated, but it would be a monumental effort, akin to Camp Century in Greenland. That project was abandoned due to changing ice geology.