I didn't know this. In truth, I tried to research it a little to disprove this statement, and then found it is actually an accurate statement. Damn.
But based on the theories involved as to why these kinds of parasites can produce any positive effects... it makes a great deal of sense.
Developed nations are far too clean in comparison to the world our body actually grew within (ancestors - running from predators, climbing trees, making cave drawings, etc etc etc). So, forcing the body to deal with something it often had to deal with before (and as I had said before, as long as you get enough nutrients for both you and the parasites, most worms won't cause serious issues inside your body), kind of kick-starts the immune system to not get to worked up. Our worst enemy is often the immune system, as when it goes haywire we get a number of nasty diseases, caused by no pathogen but by the immune system itself.
Similar issue is the natural gut flora and the appendix. Many scientists think our appendix is actually a safe-haven for gut flora, a place to keep a backup colony in the event the gut has to be flushed/cleaned out because of a nasty infection. Third-world countries actually have a gut flora that is more persistent, and more effective in fighting disease, than those of us in developed nations. I don't think it has an impact on digestive abilities, but the capability to fight invasive pathogens in the gut can be pretty crucial to stave off digestive issues, as well as allowing the body to feel a pathogen and get the immune system to respond, and then let the gut flora defend on its own.
Our immune system isn't challenged nearly enough.
But I don't know if I would exactly
want a helminth to be introduced to my body, on purpose, just because it might force my immune system to become a little less over-reactive. Could be worth it I guess, depending on the exact species and types of possible side-effects due to infection.