I never kill insects for the same reason I don't support killing other big animals. They are all part of the animal kingdom and they are life. It's not me who should decide whether they live or die. If there is a cockroach or spider whatever on my way, I just hush it away. What's the point of killing an insect when you can free him outside and let him live?
As for it being legal or not, I agree it may look stupid to fine/jail people for killing insects because we wouldn't know who are killing insects, and the law would see it as a petty thing to fine someone who killed an ant. It should be the individual's decision of whether he will kill or not - and that rests on his ethics and evolution of mind.
