EWWWW I would never feed anything with bugs in it, that isn't being picky, just expecting quality when you pay for it. The feed manuf. should have an 800 number. They want you to keep buying their feed, they will deal with the dealer that sold you the buggy feed and very often you will get coupons, free merchandise etc. because they want your business and don't want you telling people that their product was not perfect. I agree it is probably an issue from where you bought it from, not purina.
This 800 number contact is true for most products that are not as they should be. I call those numbers on any product that isn't quite right, smells funny etc.
Remember if it is old enough to have bugs in it, it could have mold toxins in it and sometimes that stuff cannot be smelled either. I worked for a vet once that we kept treating a kitten for CNS signs, it was falling over and acting weird. Traced it to some kitten chow they purchased at a local store, had mold in it. Kitten was fine, but it could have turned out bad if we didn't figure it out.
Even if your store won't take it back, I would bet Purina will send you equal value in savings or coupons, doesn't matter where you live or where you bought it... you should get quality fresh feed. Another tip is that I have always been told that you should store your feed in it's original bag and toss when the bag is empty, don't dump into a bin and feed from that. Applies to dog food too. Stays fresher and you always know what lot of feed you are feeding in case there are problems. Best wishes and thanks for sharing, always nice to have those awareness tips.