well, to be fair - lobsters and crabs ARE related to some types of bugs.
Actually, although I have joked about that, they are far more distantly related to bugs than you are related to fish. Yet, their muscle protein, the flesh, is vaguely similar to the flesh of fish or birds. And let’s face it, you only eat the tail of a shrimp; with a crab or lobster, you also eat the pincers and maybe the legs. All basically muscle flesh.
These bugs are too small for that; you’re basically eating the carapace, bowels and all. Yeah, I know some people eat that shit-filled tube down the length of the shrimp’s tail. Not me. And when I step on a caterpillar or bug, the gooey mess is nothing at all like what it would be like if I stepped on a shrimp tail.
I suspect that’s because most of these “bugs you can eat” are larvae, building up stores of food for their pupation stage.