I imagine that the worms were dyed so they'd be more visible when used as bait. I guess you could do an extensive rinse, but it makes more sense to buy normal worms or dig your own.
I had some left over worms from fishing, so i fed a couple to my RTC. As he digested them the water turned florescent green. Supposively the dye will glow under a black light. Here is the product the worms were injected with http://www.legend-labs.com/pro_worm_glo.html.