Capitalism no where says that if you live in a mixed society you should not use the subway -- when capitalism is forcibly suppressed of course people should use alternatives to get on with their lives. What capitalism does is explain why a mixed society is worse than a fully capitalist society, and what the consequences of each type of society are. (The current situation with subways, by the way, is certainly not socialism but some sort of compromise approach.)
BTW, the cab ride is a mixed system too. Many cars are made by union workers who use political pull to be paid above-market salaries. Other cars are imported and face some protectionist regulation. Cab drivers, like everyone, are regulated by minimum wage laws and income tax laws. Cabs drive on roads which the Government built. Immigration quotas lower the number of people in the country interested in being a cab driver, which raises the wages (at the expense of the foreigners who couldn't come here, and the passengers). And so on.
Here in the real world, gypsy cabs cost as much or more than licensed cabs.
My point isn't that we can't be sensible -- my point is that we should be sensible. Unregulated markets are the solution for 90-95% of goods and services. Some markets are special in that the incentives by themselves lead to something obviously wrong -- unless you're against net neutrality, you agree with me here in at least one case.
To some people, that is what matters when making the choice. To me, the $2.25 subway beats the $30 cab ride.