Hi!
This is halfway on the bug-feature scale.
When there is a belt line and if you cross-build it with something - for examples pipes - the game autobuilds an underground connection to keep the line.
This is not the case with pipes which is quite annoying, as it has to be handled manually every time.
This is true for actual on ground items and ghost too. The pipe non-building-undeground behaviour is not tied to belts. Both belts and pipes acts this way for other entities.
[2.0.64] Crossing a pipeline does not autobuild underground connection
Re: [2.0.64] Crossing a pipeline does not autobuild underground connection
There was never such feature implemented for pipes. Not a bug.