The Tunnel has the advantage that once deep underground, you do not pay compensation and you are free to route it any direction you wish.
Ity would also lay the foundation to a commercial underground transport as well as road tunnels to take most traffic under the under utilized city underbelly. If you re-route just two of the main roads say - Mombasa - Naivasha; Karen - Thika - underground I doubt you would see any traffic jams in Nairobi.
Any vehicle going either direction would find the nearest entry and sink underground. I want to think it is cheaper in the long term.
Tunnel is too expensive. Built a bridge. All they need are air rights and buy land to erect posts. Not as expensive.