Cleanliness!

Cockroaches constantly groom themselves to keep their antennae and bodies clean, because those parts are essential for sensing the world around them. If something unfamiliar touches them, including a human hand, they may quickly run off and start cleaning. It is not personal disgust in the human sense, but their version of maintenance and survival. Strange oils, scents, dust, or residue can interfere with how they detect food, danger, and movement.