It's quite normal for Pokie slings or juveniles to burrow and in fact some never relinquish their terrestrial bonds so please don't worry as it will be fine. Mine did it when I first put it in it's new home but it soon settled in and it's climbing everywhere now.
Yeah, hubby's p. ornata sling burrows. It's been hanging out on the side of the vial lately though, too. I have yet to get any good pics of the ornata since it's either in its burrow or sitting on the substrate blending in with everything. Can't wait til its bigger so we can see how pretty it is.