I would take a captive bred over a captive hatched anyday.
a) Any captive bred is the descendant of a wild caught who survived the long trip over here, managed to switch from whatever native rodent to pet feeder mice/rats, and thrive well enough in captivity to bear young. Through natural (or unnatural) selection, it'll most probably be of hardier stock than whatever random wild parents of the eggs that were found.
b) Captive hatched are often hatched and then transported here; thus they will suffer from the long trip just like wild caughts. Also, a hatchery is less likely to take extra precautions against parasites or other diseases.

Not to mention, captive bred don't cost much more than captive hatched so I really see no reason why anyone would go with captive hatched.