It's not always bad if the clams don't open up and doesn't always mean they are bad and unsafe to eat.
But sometimes the heat will denature the proteins in the adductor muscles of the clams causing it to release the shells and also sometimes causing the clams muscle to "seize" and hold firm which causes it to not open.
You should kill the clam though right before cooking it.
Before cooking the clam you should see if it will open and if not then it's dead and should be thrown out and not eaten.
If the clams are open and then you tap them and they close then the clams are alive but if they don't close when tapped then they are dead and should be thrown out.
If the clams don't open you can still check to see if they are cook after cooking them by smelling them and if they smell good then they likely are good and safe to eat.
But if the clams have a bad smell to them after cooking them then you should throw it out.