I can't see the problem, so long as the straw is clean and preferably NOT wheat straw- horses have an allergy to whole wheat, they cannot digest it and the way they harvest these days a lot of grain goes through into the corn- sometimes.
If this has not happened it is fine.
I use oat straw because that is what my supplier brought- usually I have barley straw which is great, soft and clean and- well, I like snuggling in it!!
If this is going to drive you nuts make up a spray bottle of disinfectant, half and half and spray the straw then let it dry but, as has been said, I cannot see any problem with them eating it.
My horses, the stallions included, all look pregnant at this time of year, they live out, they need the flesh.
They will lose it quickly enough through the winter- they should be allowed to go a little thin towards the end.
Do not mistake that full belly for fat, by the way!!