That's a good point. What high sea levels look like in practice is more frequent flooding. This happens long before total immersion.
For Hurricane Sandy, if the 14th St power substation had been protected, and subway and train tunnels equipped with flood gates (that was supposed to happen after 9/11 as an anti-terrorism measure) the damage would have been much more localized. The appropriate role for government here is to toughen up the infrastructure. New York has a plan.[1]
We just have to write off Miami Beach and parts of New Orleans. New Orleans has higher ground nearby, but Miami doesn't.
There are some tricks used in urban areas subject to river floods. Here's the Tamshui River as it flows through Tapei.[2] The river is bordered by broad parks, and the park is bordered by a freeway raised on a berm. That's all for flood control. During floods, the parks are underwater. Massive floodgates block roads under the freeway. (There are emergency stairs for people caught on the wrong side.) The river bridges are all high enough to bridge any flood. After each flood, the parks need some maintenance, but they have few structures and the ones they have are very solid. San Jose has a similar, but smaller, arrangement for the Guadalupe River. (Yes, that's why there are such nice trails and bike paths in downtown San Jose.)
[1] http://www.nyc.gov/html/sirr/downloads/pdf/final_report/Ch3_...
[2] https://en.wikipedia.org/wiki/Tamsui_River#/media/File:Dansh...