You already eat crabs, crayfish, shrimp, and honey. Asian peoples also consume many other insects as food, which reduces the demand and price for Western food.
The part that people generally eat on a lobster is the muscles of the claws and the muscles of the abdomen. The rest is generally discarded. It similar to how most people don't tend to eat the hair of cows, but rather the meat from cow muscles.
I would claim that it is actually a large difference between eating a cockroach and a lobster.