NYC does a lot of things right, but its subway is very clearly designed to shuffle people in and out of Manhattan. There are many trips one might take within or between Brooklyn and Queens where the fastest path is taking the train into Manhattan and back out again. There's been a long plan to build a line connecting deeper parts of Brooklyn and Queens - the Interborough Express - but as is usually the case for any infrastructure projects in NYC, it's moving very slowly and will be ludicrously expensive.
To really put that into perspective, extending the Q line about two miles and building four stations cost roughly the same amount of money as it took London to build the Elizabeth line, covering 73 miles and 41 stops. And of course, this is London, which has a lot of the same issues of being a very old, dense, and developed city.