(speaking from a position of ignorance here where I don't know what has 4G/5G available right now, so assuming you really do mean wifi)
The EE wifi (listed as EE Wifi-Auto) should be perfectly safe to use, as it uses your SIM card's details to log you in and it is not like most public wifi hotspots as all traffic is encrypted between your phone and the access point. It is virtually like using a corporate wifi network with a login (because that is technically what it is) - in some respects it is even more secure than your wifi at home. EE already configure iPhones to do this automatically, Android devices need manual setup. If you have wifi calling enabled on your phone then this would then work also.
If you mean the actual 4G/5G network, you don't need to log into wifi to use this. It should just work like it does above ground.
The only real concern, if you can call it that, is that TfL can pull anonymised usage data (eg it will know that your phone was at stations X,Y,Z at this date/time. but not who you actually are). But then they can already do that from your travel patterns if you use Oyster or contactless...