Depending on the baler(pressure setting) and moisture content of the hay an average full-size bale will weigh around 1200lbs.
We have some that might weigh 800-900 pounds and some that are twice that weight.
I'd be mostly worried about damaging the box on the pickup.
I've seen some guys haul (heavy)round bales with 1/2 ton pickups and it's always a little funny. Sometimes real funny.
The ass end is dragging and the front tires look like they are about to leave the ground.
The new pickups are probably a lot stouter than older stuff though.