It may look unappealing, and given the choice, of course we'd all like to brew with non-buggy grain, but it really isn't a big deal.
Unless I'm using it right away, I leave my grain in the plastic bags I buy it in, put that in a freezer bag, and pop it in the freezer until the day I'm ready to use it. That'll keep them from hatching out.
Edit: If you happen to have them hatch out near your food storage, they're really difficult to eradicate, and will get into your flour, cereal, etc. One more reason to make sure they don't hatch.