The tunnels are small enough that the train is pushing some air through ahead of itself. In fact if you have a long, close-fitting tunnel and a pretty fast train, it can even [drive a shock wave](https://en.wikipedia.org/wiki/Piston_effect#Tunnel_Boom) in front.
The car you pass is pushing air in front of it also, but the circumstances of the metro train amplify the effect (large object, small tunnel etc...).
For example if you drive on the highway while it's snowing, almost none of the snowflakes hit the car because the air cushion in front of the car pushes them out of the way.
Anotherway to think of it is a simple bike pump. The train is the plunger moving through the tube. When the plunger gets pushed through, the air in front of it gets pushed out. The bike pump is an extreme case where it's almost a perfect seal, but it's basically the same concept.