Answer:
This is the opposite of what happens when you focus light through the lens of a magnifying glass. The convex lens of a magnifying glass refracts all of the light towards a central focal point, giving you a dark circle with a bright dot in the center.
The depressions caused by the insects' feet refracts the light outwards, giving you dark spots with a bright ring around each one. Because they are caused by refraction, not something blocking the light, they are technically not shadows. Instead, they are called caustics. You can also see true shadows where the light is blocked by the insect's body, and you will notice that those are not surrounded by a circle of light. That circle of light around what looks like a shadow is a clue that you are actually seeing a caustic.