My snake loves to make tunnels and burrow around, and it's not for the heat (she has side mounted heat), and she has fine snug hides too. It's just a personality thing, maybe?

If yours burrows as part of its nightly roaming, it's probably fine. But if it's seeking better heat, I'd echo the others above to make sure the snake can't burrow down and burn itself (make a barrier of reptile carpet or something) and that the top of the substrate is at an adequate temperature.