These fish are not kept in clean conditions and are likely to experience temperature swings. Both of these conditions make the fish suceptible to parasitic infections. Naturally this means they could transfer parasites to your aquarium fish.
These fish have not been raised to be high quality food and are more likely kept in 'barely alive' condition. So even if they are 'clean' they would not be of much value to a quality diet.
If you buy them in a package be sure to read, my cousin went fishing and brought home squid and on the package it said not to be fed to aquarium fish or something, I don't know what they would of added to make it not safe for aquarium fish but its better to be safe than sorry.