Yes...but no. With lobster and shrimp, the gross innards and outer shell are removed and then the meat is cooked. That isn't the case with bugs and may be part of the reason I'm turned off by them. For the record, I'm not a huge fan of shrimp. I'll do clams and crab but I dislike the texture of shrimp. Fucking textures get me. I still don't eat bananas for that same reason.
As a cook and a New Englander I find that bothersomely inaccurate. I hate to blow your day, but lobster is always cooked alive and served 100% whole, unless the lobster meat is part of another dish (i.e. lobster salad, lobster mashed potatoes, etc), in which case somebody else tears it apart. Where I grew up, on the shoreline, digging in and dismantling the lobster is part of the experience. We gift each other expensive sets of tools designed solely for dismantling and eating a whole, cooked lobster. With shrimp and crayfish preparation can vary, but cooking whole isn't uncommon, although serving whole is.the gross innards and outer shell are removed and then the meat is cooked.
I've gone both diving and hoop netting to catch and then cook lobster myself. The first thing you do is take out the poop and that jazz. And then you cook. And then you rip in and pick and choose the pieces you eat. Same with shrimp. Watching a skilled person shell and devein the shrimp is one of the most brilliant things I've seen. Such speed and precision. My only point is that is a very different experience than having a bug picked up off the ground, fried, and served to you.