Oh ive seen a pellet or three in deer beds and in and around areas where they spend much time. Id not call it a health threat. It just is the way it is, they have no toilet. lol
Im thinking one of my favorite hunting spots where I hafta walk through a narrow fenced lane area of a cattle pasture to get to my spot on the far side of the property, through over ankle deep mixture of wet cow dung & urine for about 75 yards is abit nasty though.
Never have deer pick up my scent when crossing my trail in though, on the bright side. lol.