There are. Ignoring, for the moment, that lobster and shrimp are sea-bugs that billions of people eat without complaint, there are plenty of North American cultures that readily incorporated bugs into their daily diets. Here's a scholarly article on the topic (pdf warning)

I was even lucky enough to meet an Oneida man who gave me a recipe for cooking may/june beetles at a bonfire. They taste a lot like shrimp.

(The recipe: Catch a few beetles, shake them up in your hand to stun them, then toss them onto one of the rocks at the edge of the fire. Wait until they make a popcorn-like "pop" noise. If you like them less crunchy, you can peel off the wings before you eat them.)