it's not their fault they were born an insect. It's not their fault that us humans have occupied this planet and claimed every where... Therefore, it's not it's fault it has wondered into the building. It has a life, a family and friends. It has memories, it needs air to breathe, it's no different to you and I, except you are a murderer!
Instead of bring pain to it's loved ones, imagine yourself in their shoes... (not literally as they dont wear shoes) but you get my point. If you were them, you'd just want some assistance to get back outside so you can find your friends and get back on your journey.
Do the right thing and get some paper and help it out, don't kill it.
It's still a bug! what if you are scared of the bug! it will walk back in and eat you.