Ask New York City. It's expensive af every time a change needs to be made underground because you have to dig everything up, and once you're down there, it's just a nest of wires in conduit so knowing which one you're supposed to work on can be a challenge.
Underground wires have to be insulated to prevent short circuits to ground. The longer a wire needs to go, and the more power it needs to carry, the thicker it needs to be. Since insulation goes around the outside, this increases exponentially and the cable quickly becomes mostly insulation in many cases, which is expensive and inefficient.
Also, there's only so much ground you can dig up before you hit bedrock. So, in some cases, power infrastructure expansion is limited because there's nowhere to bury the wires.
In many places it's easier to let the damage happen and repair it cheaply.