No, it is not against killing insects. But against ignorance it is. One of the greatest offenses against the Gods is ignorance, stupidity and being a jerk.
A few years ago, there was a classmate of mine, who just to show off and be seen by others, tried to kill a bee. The bee had done absolutely nothing, just leaning on the small table outside.
This is an example of total stupidity, and the Joy of Satan is against this.
Killing insects is only okay to the extent that you are trying to defend yourself or other people (e.g., from an angry hornet) or your home (e.g., insect invasion) or your plantations (from imported insects that are deleterious).