The Station Square subway station was built in the 1980s, when the streetcars were diverted from the Smithfield Street Bridge to the Panhandle Bridge and into the subway downtown.
Even though it’s clearly above the ground, this is the end of the section of combined trolley lines that Pittsburghers call the “subway.” From here the outbound streetcars go underground into the Mount Washington tunnel, but that’s not a subway. That’s just trolleys running underground. You need to be a Pittsburgh native to follow the logic.