This is kind of like time travel in a way. If one were to go back in time, you would mainly need to worry about the diseases and parasites you bring back with you. You are descended from those who learned to survive the diseases of the past so you are likely to have some resistance to it. You wouldn't be perfectly safe of course, but not likely at more risk than if you stayed in your own time.
On the other hand, if you travel forward in time, like this nematode did, you are entering a realm that is full of virus, bacteria, and even fungus that have had decades to learn new tricks to survive that you would have no inherent resistance to.
The chance of there being some sleeping time bomb in the permafrost seems low to me since everything alive today is descended from those who survived that germ or parasite in the past.