>>1720023because a subway will be built for the purpose of moving vast amounts of people around a limited area at a rapid pace (thus, 'rapid transit'). for example, the trains themselves will be built for capacity rather than comfort; sacrificing legroom for a few extra rows of seats, as you won't be sat down for long before reaching your destination. so, it would be unrealistic to expect people to use the same vehicles for a long-distance journey of several hours, for which you would reasonably expect a greater level of comfort to enjoy the journey (greater legroom, at-seat power supplies, more luggage storage space, and so forth).
so you could say 'why not both', and theoretically have both rapid-transit and long-distance trains call at the same stations at the same platforms. but which stock do you optimise platform lengths for (and thus which sacrifices do you make for the other stock)? do you offer facilities like shopping and food establishments, thus benefiting long-distance travellers, but getting in the way of rapid-transit users? do you want people to linger in the station or optimise for passenger flow? etc.
the most reasonable solution, of course, is a station where you interchange between rapid transit and longer-distance transit.