Roads are (mostly) not free, and also cost millions of (insert currency unit here) which are covered by taxes. In particular, the asphalted road in a residential street occupied without charge by someone's expensive vehicle is being paid for by, among other people, me -- and as a non-car-owner, I gain essentially no benefit from the provision of this parking space. So clearly, we've opted as a society for subsidizing public services -- but only certain services.

The challenge for mass transit systems in the United States is that if the operating costs are so high that it requires heavy subsidization from taxes it becomes a very tough sell politically. "Our taxes are being raised by how much to subsidize the subway???"

Perhaps that's just a failing of how mass transit systems are sold to the public though. If your mass transit system takes several hundred thousand people off the road every day and significantly reduces gridlock it makes everyone's commute better and wastes a lot less time and gas. Maybe that's how these systems need to be sold rather than, "It'll run profitably after X years."

Mass transit in the USA used to be mostly operated by private companies, and yes they made a profit.

I don't think anyone really expects government-run mass transit to be profitable, I for one would be happy if it were less of an enormous money pit. Given the level of corruption in most public transit authorities however, I don't hold out much hope.