I figured that cockroaches that inhabit buildings carry germs because they go in dirty places. Still it’s not so pleasant to see roach droppings in one’s dishes or drawers, not too sanitary. I loathe cockroaches.
It is also creepy if one gets on you, that’s a phobia? to have a fear of the feeling of a roach running along your arm in a dark room?
Hornets that enter your succah are not a phobia, their stings hurt and swell.
As far as big bugs, it depends on the kind and place. Getting startled by it’s presence is the main thing, when you already know it’s there, it’s easier to deal with it.
A bug that is very interesting when outside, somehow becomes somewhat unpleasant when trapped in the house. Not crickets, ladybugs, true bugs, crane flies, all those types are interesting no matter where, but I’d hate to have a dragonfly flying around inside the house.
I tried to teach my children that insects are interesting and the outdoors is really a good place to start. Inside, though, another matter.