That's a good question, and whenever I'm asked that I usually get a shocked look as I explain how I collect insects and the process of killing them. To entomologists, it's not such a big deal, especially if you've been collecting insects for a while, but the general public might see it as a hypocritical approach: if entomologists love these bugs they're collecting, why are they killing them rather than letting them live?
I always strive to explain that I collect for a purpose and do my best not to let my collected specimens go to waste by giving them a label and properly processing them, but it can be tough to get the point across.
Thankfully, Greg Pohl, the president of the Alberta Lepidopterists’ Guild, has written a letter that stands as the best defense of insect collection I've read. It's a thorough and very informative piece, and I encourage you to read it in its entirety.
Personally, using insect collections as teaching tools has been the most successful use for collections that I've found. It's how I became interested in insects, and it's how I've gotten others interested in insects--from middle schoolers to adults.