I think a couple of mine are wild-caught, and the only issue I had was about a month or so of getting them used to my presence.
A lot of species in Thailand are threatened by habitat destruction, and I believe it is important to sustain these species through captive breeding. Several fish popular in the hobby are extinct or close to it in the wild, however, their numbers are kept secure by hobbyists interested in their preservation.
Imbellis are common enough you should be able to find an aquarium bred individual. Just make sure it is pure, and not a splenden-imbellis hybrid. I imagine Smaragdina are pretty much the same.
Wild bettas are pretty easy to manage if you get their 'habitat' right. They will not thrive in hard water (aim for a pH of around 5-6) and prefer lots of natural cover such as wood or moss. I use leaf litter and peat to soften and tint my water. They do not like bright light, and temperatures often do not need to be as high as splendens (low - mid seventies) depending on where your species originates.