There actually are a few problems with underground power lines, notably that maintenance & upgrades are much harder and more expensive, they tend to get severed by construction, they tend to get severed by earthquakes, and bad things result if the waterproof conduit around them is punctured.
On balance I think they're probably worth it for areas prone to wildfire, but undergrounding all power lines is not a panacea, and there are a lot of hidden costs to undergrounding that become apparent only after they get old and you have to do maintenance.
On balance I think they're probably worth it for areas prone to wildfire, but undergrounding all power lines is not a panacea, and there are a lot of hidden costs to undergrounding that become apparent only after they get old and you have to do maintenance.