Despite having real issues with impulse control, Edgar has a duty to perform, transporting the Galaxy offworld to his hive. Getting into a pointless fight with vermin might have its attractions, but he has bigger fish to fry.
In that, the human female had been right. The responsibilities of
being a father demanded much and he was a good father, if he did say
so himself. Better than most. He'd like to see Merg or Barl or even
Revo stuffed into one of these human suits for ten heartbeats. They'd
go mad and start trashing everything they could lay a pincher on, he
was sure of it, and Demons take their families. Not him. He knew where
his duties lay. He did what was necessary, loathsome as it was at
times. He might have had to do worse in the past than this, but
offpincher, he couldn't remember so doing.
Men in Black - The Official Novelisation
Don't forget that the clock is ticking. In a few minutes the Earth is going to get vapourised.
Kerb—he no longer had to think of himself as the Edgar now, thank any
and all the gods—paused in his excavation of the saucer. Perhaps he
should just climb the other tower and take the second ship?
No, better to use this one. It was closer, he was in a hurry, and that
little fall shouldn't have damaged it.
Men in Black - The Official Novelisation
As you say, it's only when Kay directly taunts him that he gives in to his baser urges. Note how the humans are described in the script. Edgar might be a bug, but he sees Jay and Kay as the lesser-evolved creatures, barely worthy of his time.
The Bug SWIPES at them with the back of his clawed hand, like someone
brushing aside a gnat -- and SENDS THEM FLYING FIFTEEN FEET IN THE AIR.
Men in Black - Screenplay