Wait what, a tunnel system in Greenland has an entrance in Iceland?
But in reality they were shooting the entrance scenes somewhere else. In Iceland in this case.
This happens quite frequently in movies. Toronto or Budapest frequently stands in to all kind of other cities for production reasons. (A subway escalator from Budapest even shows up on the space station of Alien: Romulus)
Probably more because they look at how much dollars and hassle it would cost to film in NY, compared to the (relatively) cheaper Toronto.
"The Ontario Film & Television Tax Credit is a 35% refundable tax credit on Ontario labour for film and television productions by Ontario-based Canadian controlled companies for productions shot in Toronto, Ontario."
I know where you really are!