I don't quite understand how it works. Union Station will connect to Oglevie? How does that help?

They're already not very far from one another. If I needed to get to Oglevie from Union station, I can walk on the street... but now there will be a tunnel linking the two? Wouldn't the tunnel be the same distance? Also, how does that get me to St Louis in 2 hours?

I feel like I'm missing something important.