That's a theory I've heard too.
The thing is, lotsa folks like
@Paul B have been hatching and feeding them for long periods of time...decades. While anecdotes do not rule out the possibility of transmission, it does indicate that it must be very unlikely or of very very low effect.
Commercially hatched brine shrimp are likely to be even cleaner since they are very likely to be decapsulated before hatching.
In fact check out ocean nutrition's "instant baby brine shrimp". There are similar products out there, but that one is unique because it is shelf stable at room temperature until opened. I love it.
If you do decapsulate your own brine shrimp eggs, or buy decapsulated eggs, you actually don't even need to hatch them (tho you may want to), you can feed them unhatched since the shells are gone.