No they aren’t lol, nothing alive now is descended from anything else alive now.

They are somewhat related in the broad scheme of things, but not that close when you dig a bit deeper. They share a common ancestor about 400 million years ago (1, 2), whereas we share a common ancestor with them about 530 million years ago. Considering the more than 2 billion year history of life, you could say we are almost as related to them as they are to each other. It’s true that this was during the Cambrian explosion (3) so we are about as distantly removed from them as animals can be, and differentiation of biological features slowed down a bit after that, but still, true insects and the kinds of crustaceans we mostly eat like shrimps and lobsters have been on different branches of the evolutionary tree for most of the history of animals.

Of course we (humans) do eat many land insects too, like crickets and so on.

Here’s a fun zoomable graphic I found while looking up the dates: https://www.onezoom.org/life/@Pancrustacea=985906?otthome=%40%3D770311#x-28,y311,w0.8390