Many organisms aggregate for the purposes of survival, forming collectives in which interactions between individuals give rise to emergent macroscale dynamics. Aquatic worms, for example, aggregate into an entangled blob to shield themselves against external stressors and preserve moisture in dry conditions. Motivated by recent experiments, we investigate the blob dynamics by modeling each worm as a self-propelled Brownian polymer. These simulations allow us to track the behavior of individual worms in order to uncover the mechanisms driving phase separation and emergent locomotion. We demonstrate how a blob is able to collectively traverse temperature gradients via the coupling between the active motion and the environment.