Clean it off when you get it home and quarantine it. You can quarantine it in a cup, tuberware or anywhere you want.
Rinse it under the tap and gently squeeze it once a week, during quarantine and after quarantine. Put your hand in the tank and give it a nudge once or twice a week or its bottom will brown and it will unroll.
It's safer, you don't know what other fish may have been in there, or what infestations they may have had. Besides, people have brought home a new plant and ended up with fry, insects, snails too. Just a good, safe idea
LOL " I could imagine if I saw an extra pair of eyeballs in my moss ball I would probably freak out at first but then would probably be ok with it as long as it was friendly towards my betta." So Betta's like Moss balls?