I didn't think bugs could carry parasites.
And if they do, and today's feeder roaches are just far-removed offspring of wild roaches, then who's to say they do not also have parasites? Suppose the roach supplier doesn't keep up with cleaning the tubs - couldn't they get parasites that way?
I'm not trying to be negative - I'm glad you brought up something I didn't know. It just seems that bugs are bugs, regardless of where they came from, and they could always be carrying something. Y'never know, right?