A TBM doesn't just dig a hole. It installs tunnel ring segments to support the ground above. 6 meters down is no big deal. That's mostly to get below other buried infrastructure.
Here's a good explanation of how TBMs work from Crossrail.[1] They use two types of TBM. There are also hard-rock TBMs, used in deep jobs like the Gotthart Base Tunnel. For some hard-rock jobs, a tunnel lining isn't necessary.
Most of the problems in tunneling involve water. Mud, leaks, underground rivers, etc. The Boring Company doesn't mention water much. So far, the Boring Company just seems to have bought a small TBM and is learning to use it.