I see them hunting down other lizards and now that you mention it, I remember reading that they are big time lizard eaters, much more than eating rodents. I just don't see a beardie being able to squeeze into a burrow like a snake would to get pinkie mice.
I didn't mean that people shouldn't supplement their lizard diets with calcium, I just mean that in the wild those insects are just naturally more nutritious because of their wild diets which is why a wild beardie doesn't need someone running around dusting all the insects it eats with calcium.