We don’t need fiber. However, bugs could probably make a good protein supplement. Our bodies break protein down into amino acids and having the correct blend of amino acids to build muscle tissue is important. Depends on the specific insect but it looks like some (not ALL!) provide a balance close to what we need.
Maybe you don't, but I do to be regular in the morning. Enjoy your insects. I have a steak with brocolli (fiber) just waiting for my wife to prepare in an hour.