They aren't in Japan. Why would they be anywhere else?
Many subway-trains in Japan are trains for the first 20 stations, then "subways" for the next 10, then trains for the 20 stations after that. Same cars. They may have been 3 separate lines at one time but they got connected.
In the US, outside of a few special cases, if you're operating on the national rail network, you're operating on rail owned by a freight company, and they have priority. Amtrak often struggles to operate more than 1 or 2 trains an hour as "guests" on these routes. This is very UNLIKE Japan where the freights run on almost a totally different set of tracks.
Also, from a regulatory standpoint, freight and intercity railways (e.g. not subway/light rail/metro/trams) are subject to full FRA regulations, compliance with which would add even more costs, for little real benefit at the speeds they travel at.
Plus, in practice subway/light rail is electrified, and anything else (again with few caveats) is not. In towns with both it is very rare for them to use the same stations.
Rail freight and passengers mostly share the same tracks in Japan with the exception of the Shinkansen network* which is passenger only. The big difference is Japan sends way less freight by rail than the US and freight that does go by rail is scheduled at night when there are no passenger trains running.
*There’s probably an exception to the exception for the Akita / Yamagata branches that partially run on regular train lines.
Many subway-trains in Japan are trains for the first 20 stations, then "subways" for the next 10, then trains for the 20 stations after that. Same cars. They may have been 3 separate lines at one time but they got connected.