You are not alone. Not that* I *have a problem with seafood, but I’ve had friends with that revulsion.
I know a lot of people do. I’ve tried this with a variety of different shrimp and prawn species - some are tougher than others (and oddly, it’s not exactly correlated with their size) - some of them have shell segments on the tail that are bordering on the toughness of fingernails - not so much crunchy as tough and scaly.
I don’t know if the same variation exists amongst the different species of edible insects - I haven’t consumed such a wide range there - but my impression is that of insects just going crunchy-nice rather than crunchy-tough.
I can see in principle, the spider / lobster / crab link, and how some people find it off-putting re the sea creatures; but can’t truly “feel” it – even though I’m a bit arachnophobic. (There are those bold spirits, I gather, who venture upon eating spiders – describe them as having a pleasantly nutty taste – maybe, but I’m never going there.) I’m absolutely fine with lobsters and crabs, both to be around and to eat.
I recall from, long ago, a guy with whom I was at university: he made a big thing of being a knowledgeable art buff, and was holding forth about some eccentric artist in early-20th-century Paris who kept a lobster which he took for walks on a lead like a dog. I asked in all innocence, why the fellow shouldn’t have a pet lobster and take it for walks, if that was his fancy. My acquaintance scoffed, responding to the effect of, “it’s revolting – it’s like taking a huge, horrible spider around on a lead !” I failed to see how the one thing was like the other; and privately concluded that my fellow-student was full of shit, and overly intent on parading in front of his associates, what an artistically sensitive and switched-on individual he was.
I take your point, but do you shell your crickets the way you shell shrimp?
To get back to the OP, my wife had an uncle who rejected shrimp as “Wermelich”. And no did not keep kosher, but just thought that shrimp were worms. I love all shellfish and I am willing to try land bugs, but they look too small to shell. Maybe maggots would be better.
Mealworms are what you should perhaps try first - but most smallish insects, when fried, are dryish and crispy.
Anatomically, there are reasons why insects can’t be shelled like shrimp or lobster - the latter crustaceans have a large tail muscle, used for swimming - it’s this muscle that people eat. Insects have muscles of course, but not all in one place like shrimp - that’s why insects are typically eaten whole.
LOL! I see find this you tube of dog protecting a ‘pet’ lobster !
My sister doesn’t eat invertebrates. That’s similar.
More for me! As long as its fresh, I’ll happily take them off of your hands and enjoy them.
Oh, to have a sack of a couple hundred clams… a soup bowl of drawn butter… two salad bowls (one for just opened clams hot from the grill, one for shells)… a kitchen full of family and friends…
…a cold beer in my hand and tongs to cook/ flip the clams with…
Hell, there are cows that I think look like horses and butt-ugly dogs.
I’m not giving up steak either. 
In the forensic taphonomy field shrimp are referred to as the “maggots of the sea”, as they perform the same function of facilitating decomposition of bodies in the ocean as fly larvae do for bodies on land.
The physical resemblance is purely coincidental (or so I’m told).
My standard reply to an offer of Lobster or Crab is “No, sorry. I don’t eat bugs.”
You’re clearly not an adventurous eater, then. And I’ve had fresh bamboo grubs while on a hill-trek in Northern Thailand: they taste like cashew nuts. Not much meat on a Stag Beetle, though, but they’re like less salty shrimps.
For “unlikely animal friendships”, that beats all…
I can understand you feeling that way, it is not that they look too much like bugs though
they are actually related to the bugs, both are arthropods, so you are more correct than you think.
I still eat them, and if i was hungry enough, i would eat the bug variety too.
Grasshopper/Locust roasts nicely
What kind of scary-ass bugs in your world look like this: https://carolinafishmarket.com/wp-content/uploads/2014/01/oyster.jpg
I agree with you and wonder if it for real. I sure can’t see my dog having a lobster for a friend . LOL!
The dog in the video is protecting the lobster because it wants to eat it, but hasn’t figured out how - it’s displaying classic food-guarding behaviour - as well as occasionally gnawing at the lobster’s head, and at the end, sitting up and begging as if for an edible reward. They are not friends.
No need too, since the exoskeleton is relatively soft. Like a soft-shelled crab.
Nah – she’s not gnawing, she’s just affectionately mouthing a bit…purplehearingaid and I choose to see it as an improbable friendship; and a pox on your cold-blooded rationalisation, sir !