Please don't use so many exclamation/question marks in your title.
And no, I never had this problem. But just some questions:
1. You tested that you can actually enter the worm hole from the other side and then end up in your base, didn't you?
2. You researched the "worm hole taking ability", didn't you?
I think the second is the problem in your case. If you haven't researched it yet, it is in the civilian tree hidden somewhere. You need it to use worm holes (and another one to travel from star to star).
If you researched it, and still can't use the worm holes, then that would indeed be very strange.
Anyway, I hope I could help you.