Feeding Bugs From Outside

[Newt]

i know most ppl will say never to feed bugs from the outside
and i am wondering why.
i know that they could have pesticides.
around where i live no one sprays pesticides(i have asked)
and i have so many grasshoppers out my door id love to feed them to my critters

so i am wondering why else cant one use bugs from outside?
do they carry parisites or bacteria?
and how can a grasshopper outside eatting grass and veggies n such be worse then a cricket fed cricket food?

i havent fed my lizards any bugs from outside as of yet cept for earthworms for my plated lizards.

so anyone who knows why its not good plz let me know =)
ty