I’m not an expert, but I think it has to do with AC vs DC electrification. With a DC third rail subway you can just feed it back into the lines no problem, but with AC you have to get the phase sync exactly correct or it will cause pretty serious problems. It’s the kind of thing that depends a lot on how old the system is, how energy distribution works, etc.

If there is an actual expert here I’d also like to know more..!

They could even install catenaries incrementally only on the hardest and most common braking areas (which are often near population centers with infrastructure that could easily absorb the electrical spike) so it's not like the total network needs to be electrified for this option to work. But nobody wants to spend any money and no government is ever going to force them to, so we'd apparently rather be completely reactionary and wait until economics eventually makes it make sense to them, because thinking and planning ahead for things beyond the current financial quarter is too difficult for us these days.