This absolutely crossed my mind earlier today when I ate rice and shrimp that I had to peel for myself. Their long antennae things and little legs made me think of the time I heard someone say that they're the cockroach of the sea. They may be, but I still ate the shit out of them and they were absolutely delicious.
Lobsters are the cockroaches. Shrimp are more like, crickets maybe in the pecking order of the food chain and shell density. But basically all the shellfish with exoskeletons are super similar to bugs. Crabs are clearly basically spiders.
For me, I'd have a hard time eating whole bugs because it's all shell and little meat, and I imagine the texture to be off-putting. Also, I've kept crickets and they're so stinky.