dew worms that are sold in stores are not collected from wild, they all farm raised. why would they collect them from a wild, it is very time consuming and absolutely not cost effective, when you operate numbers that they do it would be absurd to collect this way.
now to the topic. everyone entitled to their opinion of course. the only way to ensure wild nightcrawlers/earthworms are everything bad free is to collect them from a middle of nowhere. doesn't matter if you don't use pesticides, whoever lives next door might or someone further away, add to this heavy metals that go to the ground if you live anywhere near roads. pollution in the air in general that goes back to the ground with rain and the list goes on and on.
you want to risk it - your choice.