Definitely go inspect. I've bought one load of lumber without inspecting it, through IRS. it wasn't what they said it was. it was listed as 2,000 bf of 5/4 hickory. which is what I needed. Pictures weren't all that good. I picked it up, 5 hours a way and it wasn't hickory. it was maple. I got a good deal regardless, however I was in the need of 5/4 hickory so I bought something I didn't need.
Also, notice in those listings that it says it has been air dried for several years..."several" (except a few lots, listed as kiln dried) if you go inspect, look closely for any signs of bugs. most likely, out of 250k bf of lumber that has been air drying for several years some bugs have to be there. if you take it back to your shop and store it for a while you could easily introduce bugs into your shop as well.
some wood like maple, after being stick stacked you will get "sticker stain" in the lumber. for those not familiar with that, it's where the small sticks that separate the lumber sit. Maple is best kiln dried right away to keep it's white color. after sitting for a while, the stickers create a dark stain under and above them where laid up against the wood, given it's name "sticker stain"
Look up someone who can kiln dry it for you. .25 cents a board foot is about the going rate give or take a few cents. take it to them to be dried to save yourself a headache. The only true way to get rid of bugs, and the eggs is kiln drying them. any questions please let me know. there are some good deals to find out there on some of these auctions.
Chris