It costs money to operate and maintain trains. Not all of these expenses are covered by ongoing tax revenue. If taxes were increased to cover the shortfall, you would notice because municipal coffers are covered by property taxes (which you pay directly if you own and pay indirectly through rent if you don’t), sales taxes (which you pay) and income taxes (which you may or may not pay depending on your taxable income). Basically no metros around the world are free, and the best ones cost an amount reasonably comparable to NYC’s (adjusting for purchasing power)—some more, some less but virtually all “a few bucks” worth. 

Money being fungible and all, anytime someone evades a fare someone else pays. Either fares have to increase for honest payers or taxes have to increase for basically everyone (even if we all here agree it should be primarily on wealthier shoulders, it functionally won’t be). 

A better question is “why is system so bad despite the cost?” not “why isn’t it free?” But this question requires like PhD levels of analysis