Okay, an explanation of the humor I intended:
you provided a picture of a ginormous shrimp or prawn or something and asked “How is this less gross than a cricket?” and I made a joke about the windshield squeegie stations commonly found at a self serve gas stations. most of them (windshield squeegie stations) are filled with water including but not limited to squished and dead grasshoppers, crickets, palmetto bugs, love bugs, flies, dragonflies etc (and some bird poop, which is where my joke fails a bit.) i.e. if a cricket is no less edible or gross than a shrimp/prawn, then a windshield-washing station is essentially bug stew. dig in! ha ha. a joke. whew.
Now, in answer to your question “How is (eating) this (shrimp? prawn?) less gross than a cricket?” well i’m not a biologist, but my “off the top of my head” answer is that although crickets and shrimp are similar, they are not the same. the basic online search i’ve come up with is that shrimp have solid abdomenal muscles, which is that delicious white shrimpy goodness that eaters of shrimp cook and eat (usually after de-veining and shelling said shrimp/prawn/whatever.) With shrimp, there’s a solid in there (the muscle). With crickets, well, if you try to shell and de-vein (ha!) a cricket, living or dead, I’m betting all you’ll be left with is some goo. Bug guts. Which is, in my experience greenish/yellow and not very appetizing. Bug guts, being liquidy, aren’t very appealing. Shrimp abdomenal muscle, on the other hand, is something most of us can relate to, eating-wise: it’s solid. Human beings often eat the muscles (abdomenal, leg, neck, shoulder, haunch or whatever applies) of cows, horses, sheep, goats, pigs, deer, moose, fish, reptile, crustaceans etc. So there’s a similarity between cow and shrimp that isn’t there between cow and cricket (or cow and any insect, really.)
If one were to slaughter and butcher a cow and be left with, not meat/muscle, but nothing but a thousand pounds or so pool of gooey, liquidy slurry, I don’t think many of us would be as into hamburger.