The tentacles were immune to it (the shards just passed through them) and I've fixed this for the next update. Some other enemies (such as turrets) might have been affected by this as well.
The deep worms do not have the same problem, but there is a general problem with targeting when it comes to the cryokinetic orb. Namely, the shards do not impact the creatures that are on the tile of impact. This was originally intended, but since the creatures can occupy more than one tile (usually up to 4), the targeting becomes a bit finicky and when you land the orb on a tile that the creature is just ever so slightly touching (might not even be visually standing on), all shards completely miss it. I'll need to change the way the shards collide to make sure this doesn't happen.