The issue isn't actually with roaches becoming harmed by the avocado, they can virtually eat anything lol. Roaches have extremely powerful antibiotics in their bodies in addition to vast arrays of digestive enzymes that allow them to virtuallly chug through anything. This is why the pest species can live in such repulsive environments; I think more studies need to be done on roaches in universities to explore the power of these natural antibiotics honestly...
The problem is the unknown toxicity to birds. Which translates into potential hazards for pet reptiles who are very closely related on the phylogeny tree to birds. Because most of us use B. dubia as feeders, its best to avoid foods that are known to be toxic on the chance that insects who consume it might transfer it to the herp in their gut. It's known to be deadly and lethal if consumed by birds and it is also speculated to be harmful if ingested by cats, dogs, horses...
I don't think its an issue for frogs, as avocado seems to only be a known hazard for birds and potentially lizards, but I'd opt to avoid it "just in case" and to anyone who owns phibs and reptiles and are feeding dubia to both from the same dubia colony.