I regularly get ringworm from handling soils. Usually it doesn't need treatment and disappears after a week. Still sucks though.
There's a big chance to get legionaires disease from spraying your water hose. Bigger than when handling soils.
Still, it's always better to have moist media when mixing it. Perlite contains asbestos and I'm sure most pumice and lava rock does as well.
Nowadays I wet everything as soon as the bag is at home, that way I can't forget about it. The risk is smaller, but never absent. Just like with regular tap water unfortunately. 90% of legionella infections are still caused by something like sprinklers or showers.
I shred sphagnum only when it's moist too. I think it can cause something that I vaguely remember being called 'rose gardeners disease'.
Nitrile gloves guys, they come in black, blue and rocking purple. Worth the money!