This is a bug that seriously needs to be addressed. I’m on a mission where I need to retrieve some documents for a neutral haven, and then clear the map of enemies. A Chiron has tossed a fireworm into an old burnt vehicle. The vehicle cannot be destroyed, and the worm cannot come out. There is no extraction point, and no way to finish the mission. I’m stuck. Permanently, unless I restart the mission and do it all over again.
EDIT…I ended up getting it out by using a Hellfire Cannon to push the vehicle backward. I would suggest making all explosives able to shift vehicles in such a manner.
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Yes I had this situation too. It quiet common in lair missions. many worms stuck in the rocks or pillars
under normal circumstance,It’s just annoying threats ( you cannot shoot them however they will explode if your squad is in range) but it will be a fatal one when you in a wipe-out type mission. fortunately I destroyed the obstabcles every time (what? I have to save the worm before I kill them? 
). I thought the worms shouldn’t be there in the first place. they should hit the obstacle then drop to adjacent tile.
Same, I had to restart the mission due to trapped wind, sorry, I mean worms. You can usually get to them by destroying the prop but this one lodged itself in a wall, a wall so thick I couldn’t seem to damage it, thus preventing me finishing.
Personally, I think if the worm hits an object like a wall or a car or something on the way down, it should just go splat. lol But barring that, yes they should bounce to an adjacent tile so as not to become lodged inside of terrain.
I think it’s obvious this is one of the game elements they didn’t get a chance to finished before release.