I don't know 'bout houses, but I have seen large stacks of baled hay spontaneously combust. Very hard for the fireguys to put out. Seems to me that if the sides of the bales were not sealed VERY well, you could be making a nice home for rodents, they love hay bales...
Do a little research on it. There are structures here in Nebraska that are over 100 years old, and yes there are rodents here.