There's a moment in Predator (the movie) that we discover the alien collects the skulls of his victims as trophies.
I'm pretty sure the assassin bug (and what a cool name) in this picture isn't collecting the killed insects as trophies--there is speculation and some argument. One point of view says it's to mask their scent, like aroma camouflage, allowing them to sneak in closer to the potential victims. Another point of view is that they use it as armor, so that when a bird or something attacks it only strikes the dead its collected. It's probably a combination of the two I would surmise. Either way though--AWESOME!
From Ark In Space