Not sure where this misconception would come from. Locusts/grasshoppers (especially Schistocerca sp.) are much leaner, higher in protein, and nutrient dense than crickets. Not only that, they are a natural food for chameleons in the wild, being diurnal and arboreal. Crickets are nocturnal and ground-dwelling. The reason, besides being cheap, that crickets are overwhelmingly used in the US is because USDA makes it difficult to farm grasshoppers. I had to jump through legal hoops to sell them. Here is a chart for reference. I've marked the Schistocerca locusts in red (yours should be Schistocerca gregaria, in the UK) and the crickets in blue.
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