Visible crew/equipment: When The Punisher is being tortured on the 'rack', look on the floor. You can see the tape on the floor for 'blocking' the actors. Some of them actually stand where they are supposed to.
Visible crew/equipment: When Jake and Sam first enter the sewer you can see a cameraman's feet and legs at the bottom right, and see his shadow as he runs into the tunnel. (00:47:40 - 00:48:10)
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.