The human species has numerous ancestors and relatives for whom a crispy insect was and is an attractive meal. Some of our kindred species feast on raw, crispy vegetables, and for those species for which leaves and stalks are not a first choice (and we humans would be in that category), a preference for those foods is quite useful if we need to survive on fallback foods. In short, we have an evolutionary legacy as primates that suggests that crispy and crunchy foods should be attractive to us, at least sometimes and under certain conditions.
With the advent of cooking, dietary conditions changed drastically. Crispy became available to our ancestors via the Maillard reaction. Cooking made the nutrients in meat and certain plant foods, such as tubers, more available to us and more palatable as well. Our ancestors who liked crispy cooked foods may have done particularly well in the reproductive sweepstakes, since cooking allowed greater access to a whole range of high-quality food items in varied environments.
(Photo by Adam Kahtava)