Maybe people don't eat that particular species, but in Australia people eat "bugs" like that. Check it: Bugs also these things:
Moreton Bay Bugs are f'ing delicious. I had them fresh in Thailand and if they weren't $40/lb frozen before shipping, I'd eat them more often. I hear Mantis shrimp are also delicious. They're hell on reef tanks, too. You need a better picture, though. After all, we are talking about Genghis Khan bathed in sherbet.
Dang, that's expensive . . . Yeah, I saw that too (love The Oatmeal), I just figured I'd use a picture closer to how I first encountered them, which was basically these three drunk Vietnamese dudes we'd never seen before, pushing a plate of those things our way. Turns out, they were just being really friendly and offering us a delicacy! Deliciousness aside, those things are crazy.