Is there any proven case of parasites transmitted by wild insects? Of course insect diseases cannot pass to lizards, we are talking of lizard parasites with intermediate hosts the insects. Even if they exist, aren't most parasites species specific for a geographic area? I ask because the fact is that the topic of wild-caught insects is far from settled yet. There are proponents of it, who give rutinely wild insects to their reptiles at summer, and others strictly avoid them. I personally rarely give some safe species to my gecko as a treat for variety.
Today nearly noone gives their reptiles wild insects, but a few years ago it was commonplace. We cannot dismiss commercial interestes of insect breeders as contributing to that, as it most probably happened with the defamation of one of the most easily cultured, hardy and nutritious insects, and I am talking of course for the humble mealworm, which luckily gets some of its glory back. I of course am not against a commercial insect-only diet, as they are the most readily available, their conditions can be controled and the last years they have increased much in variety, just I am pointing that there is no black and white as concerns wild insects.
Most probably though the controversy of feeding wild insects will remain and divide the hobby, like the controversies of naturalistic vs simple setups, hibernation or not hibernation, live or prekilled rodents, solitary vs group housing, particulate vs sheet substrate etc, which seem not to be settling in the forseeable 100 years at least.