I would worry about stuff like that if I was buying cloth furniture. I am not worried about it buying high-end leather furniture. It seems about as likely as getting bedbugs from a used car (which also happens! but nobody blinks about buying a used car). You're generally buying from people's houses. Maybe I'd be concerned about grabbing something from an apartment.

I think bedbugs are a regional problem.

Or ghosts? I mean if the house it comes from is haunted maybe an evil spirit will migrate with it. You never know.