Is China building direct train or subway line between Pudong and Hongqiao airports?

Yes, the transportation between these two airports is convenient.
You can take direct airport shuttle bus line 1 or subway line 2 travelling between these two places.

What I mean is an express train connect the two airports. I know about the No 2 line but it has to loop through the city, have many stop, and take too much time. It would be much convenient for international travellers to arrive at Pudong Airport then ride the express train to Hongquao either to catch a domestic fly, or ride the high speed trains.

I haven't heard news about building express train between them.