Yes, you need to indicate which tunnel you are attempting to claim.
This has been a somewhat contentioncontentious question among other players; because you are correct that the rulebook doesn't not directly address this. However, Alan Moon, the designer of the game, stated1 that you do reveal which route you are attempting.
Source: https://boardgamegeek.com/thread/303859/how-claim-tunnel-definitive-answer/page/1
1 We only have the word of a BGG user that Alan Moon did indeed say this. But I did not see suggestions by the BGG population at large that it was a lie.