Insects/parasites are pretty niche, so I'll just list all the games I know containing those.
There is
Agnietta which has slugs and facehuggers in the first part and after that nothing really insect-like (but still hot).
Then
Creature Get, but that's really short and it's maggots and facehuggers.
If you don't mind reading (well, there are some pretty well edited images, too), I'd definitely recommend
Slugs and Bugs which is more parasite/corruption/mind control focused, but like the first third of the game is nothing but insects and there are some scenes later as well. The intro is very long, so you might want to skip it if you don't care about characters being set up.
There's also some things you could probably classify as insects in
Parasite in City, but only after going through two zombie filled levels.
You could also try
Parasite Infection, but that's again more parasites/corruption, with one of the parasites technically being an insect (a slug).
Lastly
Mushi no Kangoku, but I haven't yet played that one personally. But it looks like a lot of fun.