I've never thought of crustaceans as insects, not once. The prospect of eating something that was alive, and gooey doesn't sound all that appealing to me. Every decade or so we get thousands and thousands of cicadas that come through my parts, and people grill them up, dry them out, fry them, or just eat them raw. I might take a crack at an insect that was dried out, but even thinking about eating one raw makes me gag a bit.
Deep-fried Cicada anyone?