[Shorel]

Because there is not a limbic system on insect's brains. It is just too small.

What does REM sleep have to do with emotions? REM sleep is retraining of the brain over the experiences of the previous day. It is a pure intellectual activity, it doesn't need emotions.

In fact, emotions are not an emergent feature of brains just by themselves. They require parts of the brain specifically dedicated to emotions. Like a limbic system.

As I said, Octopuses can have something like a limbic system, with their big complex brains.