If you lived near the ocean, and were able to catch your own, in a bay, estuary, or even brackish water area it might be a reasonable and somewhat safe food alternative...Although limited in range and difficult in obtaining.
However if you get pre-caught, or tank raised "bait fish" you take the chance of introducing disease into your tank...The crowded "commodity" conditions for "bait/feeder" fish is abhorrent to the health and survival of said fish and the conditions (crowded, poor water, transportation) produce immune system shut down and stress related disease outbreaks...
These "observations" come from the freshwater feeder/bait industry and are coherent to the saltwater industry...