Sprite animations continue while game is paused
From Worms Knowledge Base
Certain sprite animations, while paused, will continue to play. The most obvious example of this is a worm firing a Bazooka - when pausing with the P key immediately after the missile fires, the worm's firing animation continues to play until finished.
Another example of this is the Dynamite fuse - though it won't run down, the lit fuse will continue to flicker when the game is paused.