Do you mean bagged live sand from an LFS, or live sand from another tank or from the ocean? If it’s the latter, then yes. However, I think the benefits of true live sand/mud far outweigh any risk of pests. It’s basically the same risk as with live rock, IMO the paranoia about pests is completely overblown, 95% of the pests you’d get from live sand/rock are completely manageable, and the other 5% are usually coral specific pests (or pests that eat specific species of coral) and generally come in on corals/the rocks corals are on/frag plugs (which is why we dip corals). Again, I think benefit far outweighs the potential for pests, plus all of the microfauna is part of what makes reef tanks so interesting.