Le métro has come to mean the ‘tram/train’ as well as to be an abbreviation for ‘le Métropolitan de …’ - the system. As in previous answer to Kathryn, my understanding is that if talking about the ‘vehicle’ which is the actual mode/means of transport - le train, le métro - dans is used; if talking about a transport system in general rather than a specific vehicle - les lignes RER, le Métro de Paris - ‘sur’. You don’t travel ‘in a system’, so ‘dans’ doesn’t fit.