I have used OF for years and have rarely had any pest issues I could easily blame on the soil, and certainly never any root Aphids. Fungus gnats can get into the soil at any point during the storage/transportation of pallets of bags of mix, or shortly after planting in it (from houseplants, outdoors, etc.). It is less likely for pallets/bags that are covered and stored indoors. The bags themselves must be able to breathe, however, because soil is alive it respires, which is why all bags of soil are perforated.
Fungus gnats are fairly easily remedied with Bti products, especially when populations are low. Gnat eggs are very small, though numerous, you can find gnats as that larger pupae or larval stages in soil (where they look like little white worms), and the flying adults which are more irritating than anything.
There are other kinds of "bugs" that live in the soil, though, and many are very small. Some are barely visible and others even less so. Commonly in a soil you may have mites which feed on detritus, or fungi (e.g. Orabatid mites) and other mites which are more voracious predators and actually attack other small organisms in the soil, including pest insects or their eggs/larvae. Predator mites are sometimes added during soil manufacture, in potted plants and often in green-houses for this reason.
Another common and visible micro-arthropod are not technically considered insects, and are known as Collembola or Springtails. These can be seen if you look really carefully in any kind of decaying matter/detritus and particularly leaf litter. Many of species are able to "jump" by means of a furcula or lever-like appendage.