Some excellent answers here.

I would add that it’s not fear necessarily but also disgust. Cockroaches are associated with filth, so the presence of a cockroach makes people feel disgusted and uncomfortable. For me, if I see a cockroach it means the place I am in is dirty and unhygienic, and that is enough to cause revulsion.

A lot of the examples you give bar spiders are not things you’d find in your own home. Cockroaches are somewhere you’d find in a dwelling where you’d naturally feel safe and separated from nature. Seeing a cockroach in your home or a place you’re staying / eating is different because it’s an invasion of your space, and by a creature we associate with filth.