Let us assume a universe that is mostly flat on medium and large scales. Suppose we have exotic matter and could make a wormhole. Then you move one of the entrances to the wormhole very far away. Now you have two distant regions of a flat universe connected trough a shortcut, a wormhole. But how is this possible? We can always imagine a spacetime as embedded into a spacetime of additional dimensions, for instance, a closed 2D universe of constant curvature could be imagined as a sphere embedded inside a flat 3D Euclidean space (of course, it does not mean that extra dimension exists).
Assuming what I said until now is correct: how can you imagine that you can connect two distant point of a flat spacetime trough shortcuts? any "tunnels" must surely be longer that the actual distance in the original space, which is a pretty straight line. That is, we usually visualize wormholes as a shorter path within spacetime, and usually we depict this by folding a flat sheet and connecting two distant point on the sheet through a wormhole shortcut, like in the image below. But what if the space is not initially folded?
PS: inspired in a comment below by AVLabs. I see, but if that is the case, then another question comes to my mind. Let us assume there is some initial flat spacetime, embedded in a higher dimension. It is natural to think that the actual shape, even if it could be anything compatible with flat, is a specific instance. It makes no sense to me that such space will globally change shapes dynamically depending on where do I make wormholes. Thus, it seems natural to conclude the the space of GR is NOT embedded in extra dimensions, because if this were the case the shape of the entire GR surface would need to fold to adapt to the wormholes of my choice.