Well, I understand what you mean, although I will never go out of my way to kill an insect..but if a mosquito lands on me and starts syphoning my blood it will die.
And I, like you, also take the time to capture unwanted intruders in my house to let them out.
Hell, I even do this at work.
Not to say I never killed any, but when I have done so and then see their little bodies all ruined, I also feel bad..so I do not think you are so weird.
But still, there are so many insects in the world..ome more, one less..
