Submodularity in combinatorial optimization has been a topic of many studies and various algorithmic techniques exploiting submodularity of a studied problem have been proposed. It is therefore natural to ask, in cases where the cost function of the studied problem is not submodular, whether it is possible to approximate this cost function with a proxy submodular function. We answer this question in the negative for two major problems in metric optimization, namely Steiner Tree and Uncapacitated Facility Location. We do so by proving super-constant lower bounds on the submodularity gap for these problems, which are in contrast to the known constant factor cost sharing schemes known for them. Technically, our lower bounds build on strong lower bounds for the online variants of these two problems. Nevertheless, online lower bounds do not always imply submodularity lower bounds. We show that the problem Maximum Bipartite Matching does not exhibit any submodularity gap, despite its online variant being only (1 - 1/e)-competitive in the randomized setting.