It is not uncommon for those to come in with the shipment of feeder
Goldfish. At the store here, we were always picking "contaminants" out of our feeder fish when they came in. Not all stores do this, and not every "contaminant" is something that needs to be picked out.
In the spring, we see a lot of tadpoles mixed in, and sometimes small crayfish. Other times of the year there are guppies, darters, and various other small fishes that come in with the feeder
Goldfish, even dragaonfly larvae.
This is normal. The places that supply the feeder
Goldfish tend to raise them in large large vat type facilities, and this tends to be an outside location. When an order comes in they simply scoop and count and ship. Being an outdoor facility would explain the bloodworms, and eventually the fish will eat them. They are not harmful, actually have a lot of nutrition to them, and are nothing that should be worried about.