The variations in surface temperature we have seen in the modern era are nothing compared to what we've seen in the recent geological record. Moreover, insects are very sturdy throughout the geological record, so it's very difficult to believe that less than 1C change in a century could cause this (the end of the last glacial period saw a 7C swing in just a few hundred years). It's pretty clear that climate change is not the stressor causing this.

EDIT: Allow me to expand.

As to climate, it's an extremely complex system about we have shockingly little information in the grand scheme of things (30 years' worth of satellite data!), lots of models whose predictions have been atrocious, and besides, Earth's climate has a number of negative feedback loops, like the water cycle. We also know that CO2 and temperature in the geological record are linked, with CO2 changes lagging temperature changes, which rules out CO2 as a cause of past temperature changes. Just a very small change in cloud cover along the equator can cool down an overheating Earth, or warm a cooling Earth (depending on the direction of the change). (Readers who are curious about that should read Willis Eschenbach's work over on https://wattsupwiththat.com/.)

But insects? We have a very plausible cause: our use and overuse of chemicals in farming, from fertilizers, to insecticides, to herbicides (which nowadays are used to kill the crops themselves as part of the process of ripening and picking them). We can be fairly certain that land use changes are not the cause: the brunt of land use changes in North America happened many decades ago, but the change in insect population density is very recent.

Could the cause be something else? Yes, absolutely, but climate change is almost certainly not it -- recent climate change is minute even by standards of the past two millennia, let alone the past 18ky. And note that there is absolutely no way to test whether climate change is a cause -- how can we change the climate back in the kind of timescale we need to respond to the insect crisis in??

There aren't very many plausible causes that come to mind besides insecticides and herbicides, really, and those can be ruled in or out pretty trivially: just reduce the use of them in some large region (a few tens of thousands of acres, contiguous, say) and see what happens. The timescale for testing any hypothesis about these chemicals causing insect die-offs is on the order of... one year, maybe two -- maximum five. If insect populations don't rebound we don't need to keep using insecticides anyways, thus saving the industry a fair bit of money.

There's also Occam's razor...

No, pointing the finger at climate change strikes me as begging for a disaster. It's a hypothesis that cannot be tested fast enough. Insisting that we test it before testing any hypothesis that we can test in just a few years (and at a savings to industry!) is irresponsible and irrational.

Science is testing falsifiable hypotheses. Here we have one. So try and falsify it. The insecticide hypothesis is cheap and easy to test, and doesn't require much time.

You might argue that testing those hypotheses that are easy to test is like a drunk person looking for their car keys under the street lamp, and you might be right, but if the only other hypotheses you have are not falsifiable, then the only science you can do is: come up with more falsifiable hypos if you can, and test those you have now and come up with later. Cost is absolutely an issue, naturally, and again, the cost of testing the insecticide hypo is low, but the cost of testing the climate change hypo is simply not even within reach.