Consumption of insects has historically been one of desperation, as they're considered essentially the lowest of the low animals and often associated with disease and filth. Many of them are unappetizing or even toxic and it takes a lot of them to make a meal, so a lot of the time you won't want to eat them even if they're available.
Cultures that consume insects are generally ones in which they're one of the few sources of protein. The Aztecs ate them because they never engaged in large scale animal husbandry, so they ate basically everything they could get their hands on to supplement their farming. Nomadic tribes or communities in desolate areas like the deserts of Africa are living in areas where food may be hard to come by. Fried spiders and tarantulas are considered a delicacy today in Cambodia, but they were originally eaten out of desperation during the famines under the Khmer Rouge rule.