You should complete your research & decide if there is a level of risk you're uncomfortable with & proceed based on your decision. Most DE that is not powdered would be flux-calcinated, but FWIW, it's used extensively as the grass-free playing surface of ball diamonds, clay tennis courts, and other athletic surfaces. I have used it to make sure it's suitable in the mixes I often talk about, but I don't use it regularly. I use Turface instead. I take the same precautions with either product, as well as with peat, pine bark, and perlite when I'm screening - a paper dust mask, and I screen on breezy days with my back to the wind so the dust blows away from me.

If I was concerned about the dust from a stored source of a medium containing any of these products, I'd probably just dampen it before I handled it.

Al