You will probably not be able to ingest enough neem oil from a treated vegetable to do yourself any harm, but just in case some wombat brained moron sprayed a plant with a badly mixed neem concoction it is a good idea to wash your veggies. People are also quite untrustworthy - often "organic" farmers sneak a little pesticide in here and there. Rinse your veggies if you did not grow them yourself and do not know what is on them.