I've been playing through Metro 2033: Redux on the Metro Redux bundle and haven't unlocked any achievements. I've completed Cursed Station, so should at least have got the Demolitionist achievement if nothing else. Does anyone know why this would happen? Does the Redux bundle not have achievements?
There are a few matters to consider. First, the game comes with its own set of achievements as can be seen on the game's page on Trueachievements. While it is a bundle, due to it having its own game ID, it does not automatically include achievements from earlier versions of the game nor will it allow to unlock those. What other platforms might offer might be different and cannot be simply transferred to the Xbox One.
Now to the matter at hand as I assume you knew that already. As stated by Ninjakreborn, you need to fulfil certain objectives but as you points out, those are completed with the level. This is confirmed by this solution for the achievement in question. The link will also offer a ratio of players who won players who haven't. As that ratio is quite low and the solution states this achievement is story related (it will unlock automatically as you progress), the achievement should have unlocked.
The problem might be that you are playing offline. Indeed, all Xbox One games need to be played online to unlock achievements. If you can confirm that you are playing online, then the only solution I can offer is the known issue with the Live service achievement synchronisation. Some people experience achievements unlocking minutes, hours, or even days after they earned the achievements, sometimes even while their console is on standby. While there has been no real explanation for the issue, some demographics are more impacted than others suggesting it is a mix of Live service issues and connection issues.
To get that achievement you have to blow up the tunnel, and the airlock. Simply completing the level is not enough. From what I can tell the Achievements are in the game, within that version and are unlockable. I have also not seen any online complaints pertaining to people being unable to unlock them. This isn't a guaranteed achievement. http://metrovideogame.wikia.com/wiki/Demolitionist
Can you confirm you destroyed both, and still did not unlock the achievement?