I feel your pain, though only slightly.
I do admit it was kind of cute, but as my (disregarded ) phobia shows, I can not suffer a bug to live. I was armed with a can of compressed air and a player's guide and spent about 20 minutes (give or take) hunting it about my room. When I had finally thought I got it, slaying it with the cold, deadly air of the compressed air shot, I went back to my bed, but a chance sight saw it hiding behind my door. It was slain with a Back Stab, clearly I am a rogue of some sort.
Sorry about killing something you find cute though, I understand that kind of sadness.
If you must blame anyone, blame Pinkhair, he told me based on its description at the time that it was a cockroach of some sort.