It's good.

The worst that could come of it is the tiny little mounds of dirt and worm poop they sometimes make.

The benefits outweigh that negative. As long as you aren't cutting at putting green heights, you probably won't notice. They are helping you keep the soil loose and fertilizing each time they take a crap.

Good for you. It means something down there is going good.

Very good thing. That means your soil is alive and healthy. Worm compost (their poop aka castings) is one of the most expensive and best fertilizers money can buy, and nature can make.

You can encourage more, I do in the veggie gardens, taking all your stale bread and place it in the garden and cover it up with s hallow layer of soil. Try it sometime, wait 48 hours and then go dig it up. It will look something like you would see in a "B" rated horror movie.