To answer your question, yes you are taking a risk...that does not mean that you are not taking a risk with a USA CB baby either...it is just a matter of deciding how much risk you want to take. What makes an import more risky is: Stress of capture if it is a WC, travel all around the world, then wholesaler, then pet store then travel to your place, then a new cage...it is a lot for a snake...Heavy parasite load due to less than ideal housing, and transport conditions, access to wild food, exposure to tropical diseases, lack of history (feeding, medical, treatment etc...) nobody really has spent time with the snake to ensure that he was healthy, unknown feeding etc etc the list is long. That does not mean that all import will die as soon as you get them, and some certainly do quite well if they are well taken care of and I am sure there are some good people exporting snakes out there...On the other hand, there are bad breeders in the states too...snakes that are unhealthy, mistreated, scam artists etc but if you do a bit of research you can find some very serious breeders (and I don't necessarily mean expensive although you have to expect to pay a bit more) and then you know exactly the history, health, feeding records of the snake you are buying..that does not guarantee that he will survive but you certainly have more chances of getting a healthy, less stressed baby.
I don't want to go into the moral issue too deeply but in my opinion, I can justify imports only to bring new blood to a breeding line or for the selection of specific criteria in a breeding line that exist only in WC animals...if I just want a GTP as a pet I'll go CBB only...just my personal opinion