That's probably because it's heathly. People in rice-eating regions, for example, typically ingest significant numbers of rice weevil (Sitophilus oryzae) larvae, and this has been suggested as an important source of vitamins.[37] ...
3.1.2 Wheat flour shall be free from abnormal flavours, odours, and living insects. 3.1.3 Wheat flour shall be free from filth (impurities of animal origin, including dead insects) in amounts which may represent a hazard to human health.
According to the U.S. Food and Drug Administration's The Food Defect Action Levels booklet.[39] Contamination on the average of 150 or more insect fragments per 100 grams of wheat flour, or below poses no health hazard.
For instance it is suspected that the prevalence of peanut allergies is connected to the fact that stored peanuts usually have cockroach infestations. The FDA limit on acceptable levels are 30 insect parts per 100 grams. (See http://www.fda.gov/food/guidancecomplianceregulatoryinformat... for verification.)
That is contamination, but there also are additives where insects are added on purpose: http://en.wikipedia.org/wiki/Cochineal is used to color lots of food red.
You should see what's allowed to get into the ingredients by the FDA in food processing plants.