An appendage is fine for digging and moving soil backwards but would be an impediment to burrowing. The streamlined body of earthworm with no protruding appendages is suitably adapted to its burrowing habit
For an animal living in a narrow burow not much wider than itself, movement would be impeded by appendages extending out from the animal's body.
Locomotion in a confined space is made efficient because the squirming motions of burrowing animals leads to friction between the body surface and the burrow walls.
Earthworms move through the earth in burrows, or tunnels, they create. They secrete copious amounts of slimy mucous to help them slide through the soil.
Earthworms like moist soil. They can survive in dry soils but they are not active. However if the drought is severe, they will die. In dry conditions, they can burrow deep into the soil to 1 metre, tie themselves in a knot, secrete a coating of mucous about themselves which dries and helps prevent water loss.
They also thrive in soils rich in organic matter. This is their food. Numbers of earthworms in agricultural soils in temperate Australia are around half the numbers of similar soils in Europe and New Zealand because Australian soils are mainly mineral soils with little organic matter and we have a drier climate.
Know more about earthworms at openlearning.une.edu.au.