Burrowing is an ability, does not require targeting, however, the fact that it removes the So-Wisdom effect is the problem IMHO. The same happens with Seraph if quinted + SoW, then it can use its ability (divine protection) to replace the permanent quint with a temporary one and then the SoW effect disappears.
Once a SoW effect is applied the attack should remain spell-attack and never revert to normal attack. This is inconsistent behavior, so I think it is a bug.