Roundworms are very common in freshwater tanks. I killed a liver fluke in my tank a few months back. Intestinal parasite are common in pond water. Our tanks are obviously cleaner, but many parasites have an aquatic stage in their life cycle. I wouldn't let the dog eat the moss. It's risky.
Then again, if you're treating the dog with a preventative (ivermectin, I believe) like you're supposed to, intestinal parasites will not be an issue.