I have both a first gen captive raised parrot (parents were wild caught imports) as well as a wild caught bird straight from the wild. (based on the limited information I've found). My other bird, she's multi-gen from wild, no doubt!
The people who take the time to train free flight take a lot of risks. It's akin to training a dog to play off leash and come back when called, except there's another dimension with parrots.. and that's flight! Not only that, but parrots are prey where-as dogs are predators. That alone can mean that they think differently. Birds are also in danger to predators outside - this can range from birds of prey, dogs, cats, heck even other people or even cars!
It's healthy and great for the birds, but not for a beginner!