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Q.
Respiration in insects is called direct because
Breathing and Exchange of Gases
Solution:
Respiration in insects is independent of its coelomic fluid. They respire by a tracheal system and the cells exchange $O_2/CO_2$ directly with the air in the tubes.
So, the correct answer is 'the cells exchange $O_2/CO_2$ directly with the air in the tubes'.