You know, you might think that eating bugs is disgusting etc and you will never do it, but if you think about it...
...prawns are bugs of the sea.
I mean, the exoskeleton (fishes don't have that. Beetles on the other hand...) and number of legs should have provided a clue, but let's examine this a little further.
Animals are biologically classified in Kingdom, Phylum, Subphylum, Class, Order yadda yadda.
Prawns, if you go a bit high, ultimately belong to the Subphylum "Crustacean", where all things prawn & shrimp belong (but not for example, mussels). Land based things that belong to the exact same subphylum are things like this:

(Ewww)
Finally, if you go one level higher, from subphylum to phylum. All these belong to "Arthropoda". And that's where pretty much all insects and spiders belong.
So the truth is that we do eat bugs in the west, and like them very much as well. Every time you see those nice prawn packets in the super market, you are being sold something like peeled beetles.