There is a certain amount of risk with anything you feed; be it wild-caught or captive bred. Whether or not one chooses to do a particular action depends on how they perceive the risk.
For example, some people ride motorcycles, and some people wouldn't be caught dead on one. Yet there are still others who may only ride with protective gear only, or those who choose to ride without any gear at all.
My point is: Captive-reared feeders are almost always going to be safer to feed than wild-caught. As was pointed out, freezing does little to stop most any serious pathogen... it simply initiates a dormancy state in most microbes and even in some small invertebrates (i.e. mites). The only way to truly be certain that parasites or other pathogens are eradicated is through some kind of intense chemical or high-heat treatment. We use autoclaves in the lab to prevent contamination of microbial DNA and to disinfect materials that have become contaminated (high pressure, high moist heat treatment).
A captive environment is a closed system... and I have a fairly large group of friends who are snake hobbyists that breed their own rodents in pristine conditions. It is not fair to assume that all rodents or captive bred feeders come from a grotesque background. You severely limit the types of organisms that can enter or exit your feeder breeding system in captivity.
To believe that nature does not hold as great a potential for vectoring disease shows ignorance in understanding life histories of parasitic organisms. I conduct research on parasitoids, and believe me, there are parasites and pathogens virtually everywhere in your backyard. Are these all capable of eliciting a disease in a frog? Probably not. But the odds of happening across some nasty fungus, parasites, or microbial pathogen is substantially higher when you enter the real-world where parasitic organisms are entirely dominant. Feed at your own risk, and also understand that feeders who are capable of traveling any distance can also come into contact with various chemical -cides, etc.