It isn't that surprising. The original tube lines were built just below the surface and they had to go down the middle of the road partly because it was easier

It isn't that surprising. The original tube lines were built just below the surface and they had to go down the middle of the road partly because it was easier and partly to try and avoid damage to old buildings (and demolition although this did happen in places). When you look at how densely populated London is along with many deep basements, you don't have a lot of options for having these underground malls.