I've never PAM'd new bedding.. I only pam for incoming reptiles. Snake mites need a host, correct? So bedding that has been sitting on a shelf in a plastic bag is unlikely to have snake mites unless the store had a MASSIVE infestation.
Me personally, I am not too concerned with treating bedding before I use it. If you notice mites, then use PAM (Provent a mite, not the cooking spray).