My opinion ...
If they had not known they blew a tyre, and were only subsequently informed by ATC of tyre remains i.e after the gear had been raised normally ... then it would be better to continue to destination as any potential problem would only emerge on "gear down" selection ..
If they were aware immediately that they had blown a tyre then maybe the best option would be to return to departure airport (leaving the gear down), as a ragged tyre carcass, particularly if rotating ( i.e. brake problems, hydraulic lines) could cause significant damage to an already very tight wheel well ...