They DO and CAN burrow. I'm not sure who told you otherwise. This is why it is recommended to measure your hot spot surface temps UNDER the substrate. Your hot spot is too hot!
If your UTH is regulated by a thermostat dial it back so the temp under the substrate does not exceed 92F. If you don't have a thermostat for your UTH get one ASAP. Remember ALL heat sources must be regulated by a thermostat.
I read in a few different articles that they don't. I had no idea. Good thing I checked. So the surface is hot enough then?