Because, as a protein source, they are far more efficient than mammals. You need much less feed and energy to produce a pound of bug protein than a pound of bacon or venison.
Right now, you personally may be wealthy enough to not do this, but humans, in general, as the population rises, may need to turn to other protein sources.
yeah. I know all that.
And true, we could tone down little on cow meat as they are least efficient.
Pork and chicken are much better, rabbits even better. But you cannot eat only rabbits alone, not enough fat.
But, our food production is not the problem(or not real one right now), planet can sustain us now with our meat diet.
But maybe we should really look into not expanding our population over 9 or 10 billions?
Also, except food, we could improve on other things that will reduce our "carbon footprint":
Do not buy a car that uses over 5L/100km(47 MPG),
Have all your home appliance at least A++ energy efficiency rating,
Better window and wall isolation for heating/cooling expenditure of energy,
Do NOT protest building new nuclear power plants,
Try your very best to sort every piece of waste you produce in your home,
Do not leave water running for 5 mins every time you brush your teeth,
there is lots of things we can do before we have to exchange our pork chops for grasshopper and cockroaches.