I would agree with this idea if the mice were coming from a less than reputable pet store, or perhaps some breeder who didn't care for his animals,or any time there might be a question about the general health of the animal or their habitat/caging circumstances.
But I grow my mice right here in my house- I inspect them, their caging and supplies; I keep their water fresh and look out for any abnormal marking, spotting or coat issues.
I would be surprised to find anything on or in them that I don't know about, and if one would even give a hint as to illness then it would be segregated and treated, or culled immediately if untreatable.
So I would have to say that I agree with your statement in the right circumstance, Vinny, but in my situation I prefer using the live foodstuffs if possible. Even though it's not their diet in the wild at least it is a bit more natural for them temp and prey-wise imo.