London Underground originally was kept cool because of its thermal mass. Over the last 100 years, it has now turned into a giant heat store, and there is an emerging airconditioning problem. I believe its the resistive heating from the trains passing through, over time, plus the sweaty exhalation of millions of people.
TL;DR ground heat is remarkably persisting and takes years to dissipate, if deep enough. Coolth, the absence of heat, is really the same in this regard, because the heat transport through the ground is not rapid.
This is also why deep hot rocks need fracking to get thermal energy working unless its happening naturally. Rocks all around the place "down there" are hot. Very hot. A lot of ground water comes out hot. Bath (uk) for instance. its hot. So how come the rest of bath is cold and wet? Because ground heat doesn't move fast.