The mis-framing in both directions
One version of this question treats every bug that crawls out of a log as an infestation risk; the other assumes firewood is entirely harmless because it's natural, outdoor material. Neither is accurate. Extension research is clear that insects genuinely do emerge from firewood indoors — sometimes mid-winter, well after the wood was cut and stacked — but the overwhelming majority of them are incapable of establishing in finished wood, furniture, or structural lumber. They emerge, they wander, and they die.
That's not the same as "firewood is risk-free," though. A narrower, genuine risk exists, and it's worth understanding precisely rather than either dismissing the whole topic or over-worrying about it.

