Arthritis is the most popular disease to be treated by bee stings. Use of pollen as health food is rather recent, perhaps after the Europeans. Queen larvae, mostly by-products of royal jelly production, are also used for making alcoholic tonic. Ants are used as health food and a medicine, though as usual it is not known what are the active ingredients. There are also wines and tonic made with ants.
Insects are often subjects of art in ancient China.
Insects are also used for amusement, for example, releasing of large quantities of fireflies was used for imperial entertainment. Most were caught by farmers, but some are reared. When I was young, I used to rear silkworm sort of as pets. It is also common to see scarab beetles or dragon flies tied to a string, and used as toys for kids 4-5 years old. Cricket fighting, which was very popular in ancient China, is slowly being revived.