In my experience there are 2 reasons to be a vegan. 1. animal wellbeing and 2. The environment. If you care about animal wellbeing we have to answer the question if bugs have a high enough awareness to notice and care about death. I think their consciousness is rather limited, so I think killing them in that regard is not too bad. Now from an environmental perspective it is bad to kill bugs, but killing one because it is running through your house will realistically not have to biggest impact compared to pesticides or highways or the lack of living space for these animals (rent got too high for them)

So as a vegan I kill moskitos and insects that could harm my property, food or stuff like that. The rest I try to get out the window but don't bother too much.