Wormholes (most likely) do exist according to Kip Thorne.
Despite this, they (most likely) cannot naturally form. The main idea behind wormholes is that an advanced civilization will come to make these interdimensional gatways.
With that being said, my opinion on the matter is that wormholes definitely do exist AND there is a chance that they can form naturally. After all, black holes are another example of objects that the laws of physics doesn't supposedly allow.
The important thing to remember in all of this that it is all speculative. None of the information stated above is concrete.
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