They don't actually burrow that much; they will just root around in the top few centimeters of the sand. They will only cover themselves in substrate if they feel really threatened. I've had these guys for years and have only seen them burrow once (when I was trying to net them out which was loads of fun
). For the most part they just like to be under the decor. Plus, they need a larger tank than you would think as they are very active.