Bearded dragons are "desert scrub land" dwelling lizards in the wild, that means there is little access to water. Their bodies are designed to absorb the majority of the water they need through the foods that they eat since they may not come into contact with water in the wild for long periods of time.

If you use dehydrated (canned) insects of any sort, not only are they unable to get the moisture from their food, but the canned insects are also often full of preservatives, and other unnecessary ingredients.  They are also harder to digest because of their low moisture content.  In addition, dead insects do not stimulate a feeding response in the lizards because the food does not move, and therefore many find that their kritters won't eat them.

With regard to the prepared dragon foods (like pellets), they are often full of preservatives, dyes, and sugars like glucose and corn syrup.  Check the ingredients lists very carefully before purchasing prepared foods.

Think of prepared foods as fast food or t.v. dinners.  They do not have sufficient nutritional value to merit their ingestion, they are high in calories and sugar which causes obesity, and are full of chemicals to enhance their flavor, not to mention the preservatives, dyes, and other random ingredients. 

Having a few higher quality natural ingredient prepared reptile products are good to put in an emergency kit, in case you couldn't get your hands on fresh vegetables and live insects for a short period of time, like in an earthquake, fire or flood.  But this is the only time I can justify their use.