The problem with insects is their sheer number. There are millions of species. How many million we can’t say, and our guesses even as to the appropriate order of magnitude are tentative.* Certainly, there are too many for any language to absorb into common parlance. Most pass their lives entirely unnoticed by humans, and any specialists who happen to work on them are content with the scientific names. This is to say, most insects have no common name at all.
*for more on the diversity of life, see Rob Dunn’s book Every Living Thing.