Taking this logic even further, consider what pain accomplishes for the animals that experience it: it teaches them how to solve problems. This implies a life-span that accommodates a pain-driven learning process. Pain, after all, is integral to a trial-and-error process of negotiation with the external world. I would argue that one of the reasons that insects breed so effectively is to avoid trial-and-error-which can be resource wasteful-altogether. Problems, instead, are solved collectively through breeding efficiency, not through an individual insect drawing on pain to get it right the next time. In essence, insects have no evolutionary need for pain.
The default move here is to argue that we should err on the side of caution and assume they have a pain sensation. To do this, though would also require, given the research done on the behavioral responsiveness of plants, that we take the same precaution for plants. That we cannot do. Moreover, provided the pain that would be spared to obviously sentient animals if we transitioned to an insect-based diet, it would be irresponsible, or something close to it, for us to project the capacity for pain on animals that have no evident apparatus for experiencing it, much less an evolutionary reason for doing so.