I let insects out of the house after I catch them, if possible.
That said, if someone would elect to pose a mortal threat to my family or me, they will die. End of story.
Well hi to a fellow bug saver. I don't kill them either unless I feel I have to. Mostly, all they want to do is mind their own little bug business and live.
I once found a grasshopper hanging unto a twig in a pool. He was transparent. Apparently he had hung on so long in the water as to wash away his color. I thought, if a bug desires to live that much, who am I to kill it. I took him out of the pool and he was quite happy to be saved.