In my eyes, this is more about having compassion for all creatures. If the injury is serious enough to prevent the insect from normal activity, then I'd kill it to put it out of its misery.
Such questions always challenge human morality, which I would argue is relative and subjective. Witness the lion ripping apart the antelope. We, as if by reflex, wince at the antelope's pain. Easily forgetting the lion's hunger. This shows how basically our morality tends. We cannot deny the elegance of the 'food chain', but it grates against our notion of self-preservation.
My unfortunate conclusion is that it matters not at all; whether you kill it or not, or whether it has a consciousness or pain. Ethics, being a purely human construct, is irrelevant, save to assuage our own reflexive guilt. But insofar as that is true, then do as you feel you should.
If you have a philosophical objection to killing, you could place a tiny droplet of beer or wine next to the damaged insect. This will have a suitably anaesthetic effect, and ensure that the final moments of the insect are happy, if the thing is in fact capable of happiness. It's also a good excuse for opening a bottle of beer or wine, and the insect's share hardly diminishes from the total.
Looks like the philosophers and theists have made their cases. As far as entomologists are concerned, insects do not have pain receptors the way vertebrates do. They don't feel 'pain', but may feel irritation and probably can sense if they are damaged. Even so, they certainly cannot suffer because they don't have emotions. If you heavily injure an insect, it will most likely die soon: either immediately because it will be unable to escape a predator, or slowly from infection or starvation. Ultimately this crippling will be more of an inconvenience to the insect than a torturous existence, so it has no 'misery' to be put out of, but also no real purpose. If it can't breed any more it has no reason to live.
In other words, I have not answered your question because, as far as the science is concerned, neither the insect nor the world will really care either way. Personally, though, I'd avoid doing more damage than you've already done. 1) Maybe the insect will recover, depending on how damaged it is. 2) Some faiths do forbid taking animal lives, so why go out of your way to kill? 3) You'll stain your shoe.
Matan Shelomi, entomologist
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