If you take this building for example you are right but,... for example take the vienna twin towers, you can place a metro station directly on the front road into the mesh of the ground building. Now, if there would be a part in the ground building of the twin towers just looking like a metro station (no need for operational function) the illusion would be perfect. I was really thinking about rebuilding Vienna Westbahnhof as asset with 4 parts: 2 train- and 2 metrostations (for u3 and u6 like in reality) :) Sadly no time to that due to a family lawsuit (which was already decided by austrian supreme court but now starting again in 1st instance lolz)

I thought of something like that too. Rail terminal would be too large, but metro was a possibility. The only snag is that it would need a road running into the centre, if only to allow for services to cater for the metro building (fire, crime, garbage etc). While I can get away with pedestrian pathing running into the centre, a road, I felt would be too much. It would look too incongruous to the appearance. Of course a solution would be to use Traffic++ to emply pedestrian path access and negate the need for a road. However I simply don't like that mod for several reasons and so i do not use it. Therefore, for me, this will have to do.
Many thanks again for the asset ;)
Hmm just occured to me to tunnel in and out by road... this could be possible lol, I'll try it out.

Looks really nice... and good idea to build paths trough the mesh, I was also thinking about a train station with integrated metro (simply placed into the stations mesh) and for millenium tower I thought about a "deep-level garage" (road into the mesh with some parking spaces)