I think this one is more about choice than science. I'll agree with the others that the amount of anything coating a seed is so small it won't affect you.
I tend to buy mainly organic / untreated seed because I like the company I buy from, which is Tamar organics. It's a small outfit, so you get good customer service. On the occasions I've phoned, I've spoken to the owner, not an assistant.
I don't think the seed is any less robust for not being treated, I've never had problems with damping off or poor germination.
There might be something in the arguement it's self selected for organic growing, but I've never seen any studies done, and can't say I've noticed a huge difference compared to conventional seed.