Camping - Bring Hay?

I have been camping more than a few times (ARMY & civil.) and I have never heard of buying a bale of hay to lay down on your camp site. Won't that attract rodents/bugs? I am afraid that the whole site is going to go up in a ball of fire (we are having a fire ring) if they put dry hay on the ground. I guess they maybe trying to make it softer to sleep on buy everyone is bringing air mattresses. What are your thoughts? Have you ever brought hay to a campsite? If so why?