Well, generally, hatcheries pay close attention to the health of their breeder flocks and have very strict biosecurity measures. Not all breeders practice it that stringently, since the term "breeder" is thrown around loosely. Hatcheries are not necessarily MG-free, though the likelihood of them selling you chicks that are infected is very low. That extra testing costs them lots more $$ and extra paperwork since they'd have to be tested every few months for the MG-free certification (I think I have that correct). They are Pullorum and Typhoid free, being NPIP; most hatcheries are NPIP, but probably not all.
Much of the problem with folks buying sick birds is that the owners don't understand the nature of avian diseases and think their birds have simple head colds and really have no idea they are setting someone else up for heartache.