The outer shell of all insects is made from chitin. Humans do not produce a chitinase, enzyme to break down chitin, therefore the crunchy parts are indigestible. If you eat a lot of grasshoppers with long legs and long wings that are mainly made of chitin, they will tangle in your intestines etc. etc.
I was amazed to see chitin as an added ingredient in some diet pills. Yeah, you might feel full but you will not get any nutrition or fat from these parts.
On the other hand, most female insects and laden with eggs which are high in protein and all those whitish parts are fat.
Lobster and crab are seagoing insects with the same structural build. Would you eat the carapace?
Actually, I wouldn't eat any part of a lobster - but crab and shrimp are just fine thanks.
Craw fish are tolerable only because I like the music that goes with them.
Ants and grasshoppers were a dare, as were snails - but with them I didn't have to eat the wrapper.