Being clean is a matter of life and death! They have hygiene issues we don't see at our scale. They deal with tiny things like mites we don't even think about.
Couple examples: Extra crap is extra weight and causes balance issues. Tiny blob stuck to a wing? You're flight systems are hosed. Something tiny stuck to a single lens on your compound eyeball is going to throw your visual system. Even predators are prey, gotta be at peak performance. Probably 1,000 things I'm not thinking of ATM.
Imagine your skeleton is on the outside, plate mail if you will, your flesh fused directly to the underside. Now let me roll you in sand and see how well you function. Ouch. I pretty much destroyed a drone landing it on a river beach. Sand ate the gears, and that thing wasn't moving nearly as fast as insect wings.
Boric acid is wildly effective against roaches (and other bugs) precisely because they're such clean animals. They track through it and ingest the acid while washing up, burns their little guts out. Diatomaceous earth is so fine it gets in the chinks and physically grinds 'em up.
Watch any given insect for a bit, house flies are a great example. Constantly cleaning! The exceptions being predators like spiders and such. They have to remain chill to ambush prey.
tl;dr: Insect anatomy is fine tuned to a level us biguns can hardly grasp. Dirty is not an option.