**Yes, you need to indicate which tunnel you are attempting to claim.**

This has been a somewhat contention 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, stated<sup>1</sup> that you do reveal which route you are attempting.

Source:
https://boardgamegeek.com/thread/303859/how-claim-tunnel-definitive-answer/page/1

<sup>1</sup> 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.