The gradual replacement of gasoline vehicles with electric vehicles (EVs) and hydrogen fuel cell vehicles (HFCVs) in recent years has provided a growing incentive for the collaborative optimization of power distribution network (PDN), urban transportation network (UTN), and hydrogen distribution network (HDN). However, an appropriate collaborative optimization framework that addresses the prevalent privacy concerns has yet to be developed, and a sufficient pool of system operators that can competently operate all three networks has yet to be obtained. This study proposes a differentiated taxation-subsidy mechanism for UTNs, utilizing congestion tolls and subsidies to guide the independent traffic flow of EVs and HFCVs. An integrated optimization model for this power-hydrogen-transportation network is established by treating these vehicles and the electrolysis equipment as coupling bridges. We then develop a learning-aided decoupling approach to determine the values of the coupling variables acting among the three networks to ensure the economic feasibility of collaborative optimization. This approach effectively decouples the network, allowing it to operate and be optimized independently. The results for a numerical simulation of a coupled system composed of a IEEE 33-node power network, 13-node Nguyen-Dupuis transportation network, and 20-node HDN demonstrate that the proposed learning-aided approach provides nearly equivalent dispatching results as those derived from direct solution of the physical models of the coupled system, while significantly improving the computational efficiency.