Tbf we think they're gross because they have more resilient digestive systems than us, allowing them to be perfectly fine eating stuff that would instantly cause food poisoning for a human.
Vultures are like that too, stomach acid capable of breaking down neutron star matter!
The only good thing about stink bugs is that they're so slow and easy to catch. If you do it gently you can set them free outside and not have to smell that awful acrid stink.