I think it’s because they seem so very alien to us.
When humans interact with other creatures, we engage our mirror neurons, the part of our brain that imagines the experience of others and causes us to feel it, to some lesser extent, as our own. For instance, we look at a purring cat curled up on our lap and we sense what it would be like to be that cat; we feel its complete relaxation and its contentment. Our brain is “mirroring” the cat’s experience. This capacity enables us to feel empathy and to get a sense of another creature’s intentions.
But we have a harder time doing this with creatures that are physically and psychologically very different from us. There seems to be very little in some animals for us to relate to. We can’t imagine what it would be like to have an exoskeleton, see through mutlple lenses, sniff with antenae. And we have no notion whatsoever of what the inner experience of being a bug is like.
This inability to mirror the experience of bugs, combined with the fact that some of them can actually hurt us, is just too much for some of us to deal with.