Unfortunately, natural selection being what it is, some worms are resistant to wormers. This is a growing problem and why the pharmaceutical companies have to keep developing new chemicals to kill the worms that are resistant to the old chemicals. Things like underdosing - ie giving less than the recommended dose for the weight of animal - which makes the worms sick, but allows some to survive and develop resistance, have exacerbated the problem. This is a simplified explanation, but you get my drift.
Most adult animals can carry some level of worm burden without coming to any great harm but young animals are more seriously affected.
Our vet recommends testing and worming only when necessary and only those animals that show signs of a significant worm burden. Testing not only indicates when worming may be required but will also show if your worming programme is effective.