Consider a forest that is 1000km long but only 1km wide, it is possible that "walk straight ahead" has a worst case of 1000km. But the strategy of "walk 1.5km, turn 90 degrees, walk 1.5km" has a worst case of 3km and is guaranteed to get you out of the forest (and I'm sure there are better strategies).
In Ward's paper, he summarized Moser's Worm Problem differently (p.7):
In 1966, Moser posed a related problem which roughly asks: “What's the best-shaped hammer for smashing one-inch worms?”
Great visualization!
If you accidentally start in the middle, there will always be a worst case scenario route determined for any arbitrary curve and no way to pick between curves to find the best one.
Bellman put exact knowledge of the shape of the forest in the problem statement to make it nontrivial and therefore more difficult.