Hey mate, due to the sudden changes in air pressure and the incredible loud noise sometimes ANC headphones do struggle in these environments but;
(1) I’d start by doing an ear tip for test from within the Nothing X app to verify you’ve got the best ear tips for you on, if that doesn’t help. (2) attempt a reset of the earbuds, if that doesn’t help (3) make sure when you’re on the subway that ANC is on and to the high setting. (4) If it’s a real concern and you none of this helps, consult with support.
Also, finally, I assume you’re playing music while ANC is on? Even some of my best ANC earbuds struggle to block out lots of noise on the tube when music isn’t playing.