To answer your question, there are some harmless ways to stop insects from moving, but every subject is different. You need to understand their behavior and know when is the best time to approach. Some bugs stop moving when there is wind and cling harder onto the leaf, some get agitated instead and move faster.
The easier way, is to shoot when the temperatures are lower, like early in the morning or at night.
Of course the more obvious way is to keep a distance and use a longer lens.
I had written an article on some ethics in nature photography, might be a good reference for those new to nature macro photography.
http://sgmacro.blogspot.com/p/macro-photography-ethics.html
It is unfortunate that some seasoned macro shooters choose methods like freezing, killing or even pinning the subjects down to keep them still. Edutilos has given a very good analogy to treat living things the same way you would treat a human baby.
I generally recommend to shoot the subjects as you see it. It is good documentation of their behavior and habitat and experienced ones can quickly tell if you've displaced the subject.
As we are only talking about photography and ethics here, it won't make sense to compare this to use of insecticides to kill mosquitoes or pests in the house, in case someone wants to bring that up.