Worms need oxygen to live. The oxygen diffuses across the moist tissue of their skin, from the region of greater concentration of oxygen (air) to that of lower concentration (inside the worm.)
Carbon dioxide produced by the bodily processes of the worm also diffuses through skin. Moving from higher concentration to lesser concentration, carbon dioxide moves from the inside of the worm’s body out into the surrounding bedding.
A constant supply of fresh air throughout the bedding helps this desirable exchange take place.