In my home town many cafés, restaurants (even the very posh ones) have a cockroach problem due to our hot springs and so did we in our anarcho café.
So one of my friends studied the subject a bit and came to the conclusion that in terms of hygiene regarding food, flies are actually much worse because they spread germs and disease. So cockroaches don´t really pose a problem, people just think they are unhygienic and spread disease, maybe because they look a bit nasty.
I have to admit though, when I met my first big **flying** cockroach in the Philippines, flying almost in my face, I was also a bit shaken.