Mammal pets and to an extent, bird pets are able to connect with their owners. They are responsive and most can recognize their owners. This creates a mutual sense of security and a sense of belonging. Some mammal pets like dogs can even read their owners moods. I don't think this is the case with animal pets. Whats your take?
If you mean insects as pets, then no, they do not possess any kind of emotional intelligence and therefore, cannot bond with humans. Insects do not have to rely on humans for their survival nor will they realize this even in captivity. Ants can be kept in an ant farm merely for observation and the keeper may have to feed them and they will feed but only out of their survival instincts. Insects will only recognize their own kind and are very exclusive unlike humans and other mammals. There is absolutely no way an insect will recognize its captor.
I don't see how an insect could ever be my pet. I mean, they are completely disgusting and filthy. Your question doesn't make much sense, unfortunately.