Answer
It's a surface area to volume consideration: oxygen is taken in through the spiracles, and diffuses through the hemolymph. If an insect were very big, a different type of oxygen-exchange system (lungs or gills) would be required.
Also, in order for an insect to be big, it would need a very sturdy exoskeleton which would be too heavy for quick movement, and it would not be able to molt easily.
In ancient times dragonflies were up to a 70cm/30in wingspan and early scorpions up to 2 meters/6.5 ft.
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