Indoor shopping linked to the subway exists in NYC, by the way. Atlantic Yards, 59th St “TurnStyle”, the stores in/near Grand Central, Herald Square Mall.
NYC won’t get it at every station: that would require a massive reconfiguration of street entrances and buildings that people live and work in.
The Singapore and Bangkok MRT systems are 80-100 years newer than the NYC subway so they were built with a different design in mind.