Lady Tanaka: Who sent you?
The Punisher: Batman.
The Punisher: Come on god, answer me. For years I'm asking why, why are the innocent dead and the guilty alive? Where is justice? Where is punishment? Or have you already answered, have you already said to the world here is justice, here is punishment, here, in me.
The Punisher: I still talk to God sometimes, I ask him if what I'm doing is right or wrong, I'm still waiting for an answer, and until I get one, I'll be waiting, watching, THE guilty will be punished.
Gianni Franco: How bad is it?
Terrone: How bad is it? If you hadn't come back, I'd be head of the family.
Sam Leary: How long do you think someone can live after you've cut out their heart?
Frank Castle: A long... time.
The Punisher: I punish THE guilty.
Shake: And as a result the innocent must suffer?
Jake: What the fuck do you call 125 murders in 5 years?
The Punisher: Work in progress.
Shake: My God man can't you see? This is a result of your five-year killing spree! You've weakened the bosses to such a degree they can't protect their own families.
Lady Tanaka: You Americans have a great capacity for violence, but it's wild, unfocused. You will learn.
Answer: With how many criminals Frank has killed, many of them would definitely want revenge. By hiding in the sewers, there's less chance of him or his hideout being discovered. If Frank lived anywhere above ground, his enemies would be able to find him more quickly and kill him.