Worbla on its own is about as thick and rigid as flat, non-corrugated cardboard of the same thickness (ETA: Think 1-1.5mm thick). It becomes pliable when heated and tends to be slightly more stiff after it's cooled (compared to prior to heating). It becomes a lot stiffer if you use double layers and if you sandwich thinner craft foam in between, there will be some inherent additional support as well as flexibility during heating.
If you're talking about thicker EVA foam, it will lie rather well on it, but I wouldn't use it for any structurally dependant pieces if you're only going to use a single layer of Worbla on top of a piece of EVA that would otherwise bend. There is also a greater possibility that you will form air bubbles from heating Worbla over EVA foam, since it's got much more volume than thinner craft foam, often has surface texture, and will shrink a bit from the heat.
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Just to add - I also like to make thicker pieces from scrap. If you have a spare pasta maker around, keep a bag full of scrap Worbla for heating down and rolling down flat later. Doing it this way allows you to create sheets of pretty much any thickness between 1 and 3mm, and you'd be surprised at how much of a difference this can make in terms of stiffness.