Custom superflat worlds told to generate abandoned Mineshafts do, but the shafts no longer extend into the air. Instead, the shaft is dug into the ground level dirt, and rails laid.

The Generator i'm using:
3;1*minecraft:bedrock,2*minecraft:dirt,1*minecraft:grass,252*minecraft:air;1;village,mineshaft,stronghold,biome_1,dungeon,decoration,lake,lava_lake

Tried without air generation as well, same result.