> building subway/metro infrastructure costs 3-4 times in New York what it costs in Tokyo, London or Paris. Why is that

The NYC subway is one of the few (the only one?) to run 24/7, and it is one of the largest in the world. Construction is expensive because the operators choose to make it expensive. Digging giant new tunnels under existing skyscrapers also isn't exactly easy.

Yeah there's corruption and waste, but not to the order-of-magnitude level.