* Neptune is a gas giant: Neptune is not a solid planet like Earth. It's primarily composed of hydrogen, helium, methane, and other gases. There's no solid surface to dig into.
* Extreme pressure and temperature: Even if we could get to Neptune, the immense pressure and frigid temperatures (around -214°C/-353°F) would make any digging attempt impossible with current technology.
* Distance and travel time: Neptune is incredibly far from Earth, about 2.8 billion miles away. It would take decades to travel there even with the fastest spacecraft we've ever built.
So, while we may have sent probes to fly past and study Neptune, digging a hole is simply not feasible with our current understanding and technology.