Panthers are well know to do this.
It's not abnormal for Squee or my un-named panther to have half a cricket
sticking out of their mouth in a 'frozen' state sometimes for a few minutes.
The best answer to why they do it is because they don't want to move
after catching a bug out of fear of being spotted by a predator which may
have also been after the same bug!!
Any movement could give away their position.
When they feel it's safe, they will start chomping it down
Anyway, I have not studied wild chams in the field, and read this in a book,
so I don't know if it's 100% the straight scoop