Who are the “we” you are referring to? “Western civilization”?
I lived and worked in Zambia for a while, and there — and possibly in many other countries in Africa — it was common to eat ants, grasshoppers, and caterpillars when they were in season. I never had the chance to taste the caterpillars — and it would probably have been a challenge for me — but the fried grasshoppers and ants were delicious.
The article at https://askentomologists.com/2015/02/09/why-dont-we-eat-bugs... suggests that eating insects is a “tropical” thing.