Admittedly, I’ve never processed my own wool before, but I do know the combed top roving I generally use is subject to a pretty long cleaning and preparation process. I know that the first thing to go is the natural body oils of the animal as well as any barnyard debris that might carry bacteria. Dyed wool, like what I’ve used here, is also bleached first to remove any natural variation in the color of the wool that might interfere with the dye color. The difference between dyed combed top roving and wool yarn you’d find at the store is one water bath to set the twist. I found this site detailing the process here: Processing Wool to Yarn
If you’re still concerned about it, there are vegan alternatives, such as bamboo or flax fibers out there! I get a lot of my supplies from thespinnerystore.com (not affiliated, just a fan) and they stock a fair few alternative fibers.