My impression is that, absent a hole in the bag itself, budworms appear within intact bags because their eggs were laid near the bud prior to bagging. I've found that the later I wait to bag (for example, waiting until the first blossom is about to open), the greater the likelihood of budworms appearing within the bag. Unfortunately, some tobacco varieties have such feeble, floppy bud heads early on, that it's difficult for them to support a bag against gravity, much less against wind, unless I wait for them to nearly blossom.
If you inspect the bud bags regularly, it's possible to detect budworms even when you can't see a pod with a hole in it. When budworms bore into a pod, they tend to drop out clumps of seed, which will appear in the most dependent part of the bag. Most mature pods will not spontaneously split open and spill much noticeable seed. Immature pods never spill seed.
So, if you can see even one pod with a BB sized hole in it, or if you see clumps of seed at the bottom of the bag, the bag needs to be removed. Each pod (every single one) needs to be examined from two or three angles for a hole. Snap off and discard any affected pods. With luck, you may even spot a worm or two. You know what to do with those. When you're done, look at the bud head again from yet another angle. I always catch another bad pod or two at that point. If the bag is fairly clean, put it back on. If not, put on a new one.
Bob