That has not happened to me yet, and I'm really glad that it hasn't. I've heard stories of dead insects getting into teas and such, but usually that happens at the plantations.
Slightly off topic, but I once got a pound of "organic" perppermint and found a dried ladybug in it one day while brewing up a cup. UGH!
I ended up going through the whole batch for an hour and found four more of them, along with a few pieces of wing, some dirt clumps, sunflower seeds, and a small feather.
Really turned me off of "organic" products, because it seems like it's often (read: not always) just an excuse for producers to put out lesser quality products and charge more for them, especially when it comes to large crops of easily grown plants such as peppermint. But I dunno.