The reason "bug" is used is because the first computers were programmed through hard wiring and mechanical switches, and they were actually insects that were present. This is from Grace Hopper in 1947:

http://www.computerhistory.org/tdih/September/9/

Convention has stuck which is why we have software debuggers, and the word bug in computer science has come to mean any unintended result, not just the presence of insect wildlife.

(I myself debugged a floppy drive in '87 which had an earwig stuck behind the read head backstop resulting in the read head being misaligned to the sectors)