Currently, only pyrogen testing is required for therapeutics and medical devices by the FDA.  However, Gram-negative bacterial lipopolysaccharide, or endotoxin, can be both pyrogenic and cause immunogenicity.  This results in the generation of neutralizing antibodies against the therapeutic protein, thus reducing drug efficacy.  This was highlighted recently in an article by the Division of Therapeutic Proteins from the FDA published in PLoS One:

Trace Levels of Innate Immune Response Modulating Impurities (IIRMIs) Synergize to Break Tolerance to Therapeutic Proteins

Scientists at BioDtech, Inc. have measured previously undetectable levels of endotoxin which could cause activation of the immune system.  BioDtech products are designed to more accurately detect endotoxin and remove it from proteins and DNA.