One of the reasons is that they have giant trains running next to them, in a way your other two examples don't. Trains create a lot of dirt and dust from wheels

One of the reasons is that they have giant trains running next to them, in a way your other two examples don't. Trains create a lot of dirt and dust from wheels and brakes among other things. If you compare the actual platforms at Grand Central to a subway station they're pretty similar actually. Also both of your other examples close at night, the subway does not. The subways are generally not that different in cleanliness from the corresponding streets and sidewalks above them. You could ask a different question, which is why NYC as a whole is not very clean, but that's a much more involved and complicated question than this facile complaint.