It's normal, happens to me as well. You can try putting a cotton ball in the top of some pitchers to prevent some of them from getting bugs in them.

Certain bugs (forgot which ones) can chew thier way out.

but don't they need bugs and insects to go inside them for nutrients?

Actually they don't really need bugs at all. They get most of what they need from Sunlight. Bugs are like desert.

Don't worry about them, insects usually get stuck in pitchers, especially in the wild.That just tells you the pitcher is doing its job and usually new pitchers will grow to replace the damaged ones.