The risk from mulches depends a lot on where you live and what types of mulch are used, but yes, generally mulch will be attractive to termites.

The termites like mulch because it gives them much better ways to travel. Think of it, a whole new loose layer over the soil.  No more tunneling.  The mulch creates a dark, damp and safe set of ready-made roadways which they just love to exploit.

Some mulches are made from types of wood or bark that they don’t like.  Termites won’t use these very much or at all for at least the first season (until they rot and the repellent is lost).   Others have boron salt added.  This is a great repellent and slows down decay unless the poisoned mulch gets wet, then the boron salt washes into the soil where it can upset your plants.  I think your mulch will get wet.

The mulch will only become a problem if it either provides the termites with a hidden path into the house or if it helps their population grow.  The best way is to keep it (and the garden beds) away from the exterior walls.  If you have a 30 cm to 1 mt wide band of paving or gravel around the house, this will make it harder for them to sneak in unseen.  Just don’t bury or wreck any perimeter termite work when you put it in.

There’s a very small chance that termites my be delivered with mulch, causing a new infestation. Even if you find a few live ones, they are unlikely to re-group and survive. However, it is still theoretically possible for some species in some locations where the mulch has sat for a long time before delivery and then hasn’t been mixed around as it was placed. Theoretically possible, but very unlikely to occur.