It is my understanding that the reason to eat bugs is the increased protein density. In a vegan diet, getting a sufficient number of calories is quite easy, but getting enough complete protein while not over-filling on calories is tougher.
It is. But protein is also a weird battleground as it's in just about everything you eat.
Just as a plant-only eater would want to ensure they are getting certain nutrients like B12 and vitamin D, meat-only eaters have their own share of things to worry about: vitamin C, calcium, boron, potassium, magnesium, etc. Yet if you follow carnivore influencers, you'd think beef has the nutritional breakdown of a multivitamin.
The real take-away should be to track the nutrients in the things you eat and then see if there's something you can add to fill the gaps.