Protein is protein..............
Part of the reason humans do not eat bugs as a major food source is because their bodies lack certain amino acids which means they do not fill the same niche that meat from mammals, fowl and fish does. They also have something called chitin which is not only indigestible by humans but, if eaten in high enough quality, will give you a terminal case of constipation.
Even among HG societies bugs are a starvation food.