In the scene where Rob is riding the "L" train and talking to the camera, we see that he is on the Evanston purple line to the Loop (downtown Chicago). We see this by the sign on the side of the train which is purple and says "Loop". The sign is backwards since we are looking at it from the inside. Then we see the train from the outside as it is entering the subway through a portal. This is where the problem is. The purple line never runs in an underground subway. It is elevated along the entire route. The subway portal they show is for the red line. The purple line (and brown line) pass that portal without entering by staying on the outside tracks, which remain elevated.