I never understood the immense fear of roaches shown in manga, but then I remember I live in NYC which is the roach and rat capital of the world so I'm probably desensitized after seeing so many of them.
Funny thing is when I did see a young group of foreign kids the thing that blew their minds was everyone just crossing the street whenever. We don't really follow the lights in NY, I think that was hilarious their shocked faces and pointing to the people walking.