Well they exist of solutions of Einstein's equations, sure, but there is no known "dynamic" process for actually forming them. I.e. as far as I know no-one has cooked up any numerical simulation of the collapse of stars or any other wild situation which leads to a wormhole being formed, even using exotic matter etc. which is usually required to keep the wormhole stable.
But sure, the causality problems they would induce are not exactly a physics-based demonstration that they are impossible. They just demonstrate that there are some deeply-held metaphysical principles that would be somewhat shattered if wormholes can indeed exist. But people like these particular principles a lot, so they tend to favour them over the existence of wormholes.