The welfare of insects will evolve to be a concern of people once they occur as “non-sentient, limited capacity type of beings”.

Although Eisemann et al. (1984) have reported that scientists have noticed pain-responsive behaviors in annelids, there have not been conclusive welfare implications for annelids, nor other types of arthropods.

Some species of atthopods have been found to be temperature-sensitive (Eisemann et al. 1984).
However, as said before, research needs to be done as to what responses to stimuli and nociception are indicators of “suffering” or merely just responses to unpleasant, not necessarily painful, stimuli.

Eisemann, C. H., Jorgensen, W. K., Merritt, D. J., Rice, M. J., Cribb, B. W., Webb, P. D., & Zalucki, M. P. (1984). Do insects feel pain?—A biological view. Cellular and Molecular Life Sciences, 40(2), 164-167.