Correct. All of our food contains parasites, pathogens, and deadly chemicals, even those we eat the most like pork, salmon and cassava. The difference is that we learned how to deal with those risks. Literally water can be fatal sometimes, this issue is not specific to bugs.

The study at hand specifically mentions that further research is required in order to reach the same level of safety for bugs as well.

I don’t think there’s an exact correlation between safety and “what we eat,” which is rather more a consequence of availability and customs. Lots of countries don’t eat horse meat or snakes. Neither one is particularly unsafe.