There are almost no crops that are totally free from bugs, coffee has extra stages of sitting and drying too which would do it no favors either. It's just not enough to worry about, just like the shit you inhale when you smell a fart.

Haven't seen many bugs in our coffee machine yet and none of the beans looked like bugs either.

Perhaps when buying ground coffee instead of beans. But then, all industrially processed food items contain parts that you wouldn't intentionally put in, simply because it's hard to prevent foreign objects completely at scale. Heck, I guess apple juice might have quite a few bugs in it, too.