Baby BPs are so plentiful these days that most are captive bred here in the states. Most of captive hatched babies that are imported from Africa actually go to breeders first. They pick the ones they want to breed and the rest are usually sold through reptile classifieds sites or to wholesalers.

Even these babies generally won't have bugs or any serious illness because they are taken and shipped within hours of coming out of their egg. As long as they do not spend any time in the wild, they don't usually come in contact with these things.

Being captive hatched and being wild caught are different. I believe most babies in pet stores now are likely to be captive bred in the states though.