There's a very strong health consideration that you're overlooking. You don't want random pollutants to be a part of your food intake, and roaches are not picky

There's a very strong health consideration that you're overlooking. You don't want random pollutants to be a part of your food intake, and roaches are not picky at all so they are guaranteed to be feeding on (and contain) various contaminations. This is good for the primary role of roaches, to be the cleanup crew for all sorts of organic matter in nature and helping in the breakdown cycle. But if you were inclined to use them as food, you'd have to maintain a much more controlled (farmed) environment. By way of comparison, the wild snails you migh eat in France are first fed with a diet of clean lettuce for a week to help purge them of whatever they were munching on in the wild. And they only eat plants to begin with…