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If I were concerned about vulnerability to attack, I don't think that an underwater tunnel would be high on my list of choices.
You hit a bridge, you take out one section.
You hit a tunnel, the whole thing floods.
It might be harder to hit the tunnel, but the failure is a lot more dramatic.
As a rational thinker, you are correct. However, I think the concerns here are quite different. The first thing a Ruscist kleptocrat would think about is a huge amount of money that can be stolen in the process of construction. The safety of the end result doesn't matter that much.