Well, OK, they wouldn’t be my bug of first choice. But have a look at this video – would you wish this on a even a cockroach?
I’ll admit, it does look pretty gross. As Stephen Jay Gould said (1983), I suspect that nothing evokes greater disgust in most of us than slow destruction of a host by an internal parasite – gradual ingestion, bit by bit, from the inside. (And Ridley Scott played on that when he made Alien.)
But then, nature isn’t moral. And what you’ve just seen is a result of evolution: female wasps with genes that influence this particular behaviour are more likely to have left offspring, and so the genes have spread through the population. I’d be interested to know – there’s no mention of it on the clip – whether the cockroaches in turn have evolved responses to the wasp’s approach that minimise wasp attack. That sort of arms race makes a lot of (evolutionary) sense!
Reference: S.J. Gould (1983) Hen’s teeth and horses’ toes: further reflections in natural history. Pelican.