Generally speaking, wild caught fish will be genetically healthier, with brighter colouration, and less prone to disease problems. The inbreeding of many species is clear proof of this when the fish are compared to wild caught. And for those of us who do care about the environment, wild caught benefits that too, at least In South America (SE Asia I admit is something else). Someone posted videos on the Project Priaba a couple months back. Indigenous people in the Amazon rainforest understand the environment and fish well enough to be able to make a decent living from collecting fish but never taking this to the point of threatening the sustainability of the species; if no one buys their fish, they will be forced into agriculture to make a living, and that destroys the rainforest and species will become extinct.
In my own limited experience of 30+ years, there is no doubt at all but that my problems with fish disease coming in with new fish has always been confined to tank-raised fish. This is just too widespread to be coincidental.