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...
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.
While visiting Vienna, there are ruins on display in Michaelerplatz (central Old City), so cool.
Some photos of the "before" here:
https://www.thessalonikiguide.gr/metro-thessalonikis-mia-arx...