The bottom ones have delectable white meat inside. The top ones are all brown guts and crispy, musty shell. Nobody is shelling crickets for a worthwhile piece of meat inside like you do a shrimp or a lobster.
They look similar to bugs, sure. But let's not pretend it's the same thing.
We're pretty close to creating real synthetic milk by means of modified bacterial culture.
If we can have real milk, cheese, whey protein etc. from cheap feedstock in fermentation vats, I don't see a single reason why someone would choose bug powder over that as a protein source.