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A lot of places already have underground malls, particularly those connected to the subway system. Many roads go underground too, especially when there's a large mountain, ocean, lake, etc. in the way.
But yes, most places are still above ground, as for one, it isn't cost effective to dig out all of the dirt required to create the large underground chambers, the supports needed to prevent collapse, etc. Many tunnels take years or even decades to become finished, an entire city of ground-dwelling people would take ages to dig out!
Aside from being expensive (in both money and time), there's a few practical reasons why this isn't the best idea. You wouldn't get sunlight, so you would need to power artificial lighting fixtures for all the different parts of the area. You could probably save power by creating artificial nights, but still, it would be a monumental task to find enough energy to sustain something like this. Solar panels become out of the question for the most part*, and depending on where you are, you would need good A/C as well, since it can get hot when you're underground, and that consumes additional power. Hydropower could be used, but with underground sources of water rather than rivers. Geothermal energy might become more mainstream as well, which would be kind of cool!
You pointed another big problem, flooding. This would be a large risk, particularly if you live in an area with lots of aquifers (sources of water that are underground) or with lots of permeable soil and rock (so rain easily seeps through the ground), flooding will be a significant issue to tackle. Earthquakes might exacerbate the issue as well, and the shaking of the quakes could also be a problem for the supports preventing the chambers and tunnels from collapsing, like how foundations of our aboveground buildings need to be strengthened. Maybe some sort of moving dampener could be used, like those in tall skyscrapers?
*Theoretically, you could have somebody on the surface maintain the solar panels the cover the Earth, but then you need to build all the infrastructure for somebody to move and live on the surface, in which case you might as well not have everybody live underground. Maybe that could be automated with robots, but that's not feasible with current technology.
Mad skylights, my dude.
It is almost universally known that being underground is cooler.
Basements typically have sump pumps, and drainage. We build buildings that can withstand earthquakes, why couldn't the structure of the underground dwelling be similarly strengthened?
Bro we already built that.
I also read about a psychological study of living underground reported by DW News, and the sense of time lengthens when you're in the dark caves for a long period of time. Really interesting I think! This kind of thing would mess with our Circadian rhythm