Unless I knew for a fact that the crawlers had been collected somewhere that was pesticide-free, I personally wouldn't use them. When I was a kid, one of the ways I earned money was by collecting nightcrawlers for sale to the local bait shops. The number one locale for this was on golf courses, and those places used a lot of assorted crap on their grass.
Even if this situation were different today...and I have no idea if it is...plenty of places now sell things like Nitro worms, which are dyed bright chartreuse to make them more irresistible as bait. If they treat the worms with that...who knows what else they might use on them, to make them last longer or wiggle more or whatever?
Paranoid? Maybe...maybe not.
I used a lot of nightcrawlers in Ontario, and still use a fair number here even though they are smaller and less common...but only those I collect myself in areas I know are pesticide-free...in other words, right on my own property.