I didn’t know that this existed, but I doubt the Channel 5 speculation that this was somehow connected to the Underground railroad. Leavenworth used to be a wild and wooly town, gambling, alcohol, prostitution, you name it - right here in River City. I’m sure that there was a need for certain commercial enterprises to be out of sight of the law. Mind you, the local law enforcement types weren’t a problem, they had a piece of the action.
If they haven’t done so then they need to date the tunnels. That would narrow the possibilities.
Other towns - Wichita, Dodge City, Abilene, and others - were just as wild and wooly. They didn't need to hide the action from the law. I doubt that was the intention here.
IIRC, St. Louis has an underground section. It could well be that both metropolitan areas built over the earlier and older sections. One would think, though, that something would exist in the city's history to explain this.