I don't think he's jumping and screaming and scared of them, like me he just finds them to be a nuisance. I certainly don't want bugs in my house, not because I'm afraid of them but because it's extremely distracting and annoying to have a fly buzzing around or a moth attracted to the light of the TV or computer screen or flitting around a light, and flies carry disease (they crawl around on piles of animal shit) so I don't want them crawling around on my food. Also here where I am we have a large number of mosquitoes which love my blood and eat me alive given the chance, and wasps which I'm mildly allergic to which causes a very painful sting with lots of swelling.
We do find them to be a nuisance in Britain too, but not excessively so. There are a few factors which make a difference. Firstly, the UK tends to have very defined boundaries between urban areas and rural areas, and most of the rural areas are farmed, and not wild. There are vast numbers of flying insects in the UK, but mostly they tend to keep to their own habitat, and few venture inside houses. Yes, the odd fly or wasp or moth will come inside, but we just live with the annoyance and shrug it off.
On the other hand, if you drive through the countryside in the summer months, your car and windshield will get completely covered in squashed bugs, and it will be a real pain to clean them off. Also, if you go for a walk in parkland or a nature reserve, then swarms of midges will surround you and follow you. As a child I used to find it amusing to run for a distance to leave the midges behind, and then watch as the swarm followed me and regrouped around my head, just like in a cartoon.