From
The LondonistFor a short time in the 19th century it was possible to catch a London underground train all the way to Windsor.
The service operated on what we now call the District line (at the time, the Metropolitan District Railway) between 1 March 1883 and 30 September 1885. Trains began at Mansion House and passed along the usual District line route as far as the current terminus at Ealing Broadway.
Now why don't Elizabeth line services go there ...
Possibly the same reason as the 19th centaury only ran for a short while, the numbers of passengers wanting to do the trough journey against to cost of doing it.