Well, one thing is quantity of sample, and another is time spent out of the body.
Insects which draw blood tend not to go and bite another person for a while. HIV is quite fragile. The amount of blood that a biting insect carries with it is generally well below the amount which would allow HIV to survive a significant length of time.
Needles tend to both hold more blood than most of the insects (aside from ticks...which don't bite multiple people within a short period of time); don't digest the contents; and have a region protected from light that can form a region protected from things that would deactivate the virus; and unfortunately tend to be reused for injections pretty soon after contamination.
I suspect that it IS possible to convey via insect bite, but it clearly isn't very likely.
Just to be didatic, ticks aren't insects, too many legs.