They are both nasty, but a flying insect landing in a pot of food that is slow cooking is different from a roach crawling on the grill and being cooked onto the steak. It's different because a big pot of something isn't stared at for the duration of its cook time, and flying insects (which zoom right in through any open door) might land in there, unfortunately, and sink right in to the mix. However, a steak cooks quickly and is well attended to during the cooking process, so it would take a very careless cook and a pretty funky kitchen to let a roach slip on to the grill and get on the steak unnoticed.