Feeding hay off of the ground does increase the risk of picking up parasites because certain of the larva from GI parasites actually climb up on vegetation so that they have a better chance of being eaten. However, if your horse grazes in a pasture this risk is already there and feeding hay off of the ground occasionally isn't going to increase the risk that much. And other factors such as picking up feces regularly in the pasture/paddock decrease the risk even more.
It's not something that should stop you from occasionally feeding hay off of the ground. Just something to add into the factors that are important when setting up a deworming program.
Licensed Veterinary Technician