If there were things like buggalo around I might consider it. Because then they would be big enough to cut out specific body parts like one would with steak or ribs. At the very least the bugs should be big enough to manually remove their shells and stuff, like you would a lobster. Otherwise you'd always ingest an inconsistent mishmash of incompatible and unappetizing parts with your meat, including digestive tracts(and the materials therein). There's a reason bugs never really caught on for people who could afford other animal meat.

But the land arthropod varieties are way too small for that treatment. It's their respiratory system(tracheae) that hold them back in terms of size. They at least need gills or book lungs to become any bigger. Also, bigger land arthropods like the coconut crab need to eat tons of food themselves to become that big. You can probably grow them but it'll be inefficient because the cycles of growing and shedding their beefy exoskeletons are materially inefficient. And that's basically the whole point of bug farms. Efficiency.

tl;dr - It's either unappetizing to eat them small, or inefficient to grow them big. So pick your poison. I let mother nature do the latter and eat their largest members(crustaceans) occasionally, but I stick with the big 3(beef, pork, and chicken) most of the rest of the time.