You will be buying hay by the bale pretty soon ! It is a staple for Speedy now , I chop some up in a bucket and soak it overnight to reconstitute it ! I mix in Greens , or Mazuri one day a week , or hay pellets one day a week ! I don't have acres of grass , so it works well for me .
I don't know that it is fair to make a "blanket" statement like that , I have purchased several pets off CL that have all done well . As I said the key is educating yourself enough to know a healthy animal from a sick one. Observation is also key , looking at how the animal lives is important...
I live in Arizona and never needed one . The key is a covered ( and dampened) enclosure , and daily soaking ! I did that for Speedy , he just turned 4 and no pyramiding yet ! :)
If you have taken the time to educate yourself enough to know what to look for , I see nothing wrong with buying off CL . I got Speedy off CL and he has done well in the last 4 years .