Insects and bugs may contain poison and therefore it often wise to kill them before it kills you.
That is evolution and that is why I and others may kill bugs. However for most bugs that I encounter: black beetles, sow bugs, ladybugs, spiders, centipedes and such, I know they are not very harmful therefore, If I can, I will capture it and release it outside. This will get it back into its natural environment where it may have a better life than dying in my house. If I can’t capture it I kill it to prevent it making babies or making webs. Or my cat eats them.
Mosquitoes are parasites so I try to kill them.