Very few termites are likely to be interested in eating the straw bales themselves. Lots of subterranean termites will happily travel through the bales to reach unprotected framing timbers (such as door frames and window lintels).
You won't sit the bales right on the soil anyway (moisture hazard) so all it takes is some attention to design to put a termite barrier in the foundation, just as you would with any other block house design.
If you've already built without barriers, find a well-skilled termite manager to inspect and advise.