There is a much higher risk of respiratory infection, exposure to SDA, infestation of mites, and if it is a female over 6 weeks she could very possibly be pregnant. You could try staying out of pet stores but that doesn't work for most of us. So, the next best defense is to anticipate problems. You might want to avoid purchasing females over six weeks, you should closely examine him and his cage mates looking for any signs of respiratory distress or mites. And, if you do bring one home with you, isolate him completely from the rest of your population for at least two weeks to avoid spreading anything he may have been exposed to.
Most people think of breeders and assume that they are the best source for babies.
We assume they know their animals well and their animals get the very best care possible. Unfortunately, that is not always the case. There are as many different kinds of breeders as there are different kinds of people. Many are very deserving of your trust, but there are those to whom this is just a business. You need to arm yourself with information and ask plenty of questions.