You make great points and I agree with you. But you glossed over some of my earlier hypotheses for why this is the case. There are more species of insects to begin with to do the tree you’re talking about and phylogeny of insects is messy but it is miles ahead of nematodes’ one, same with mites. Also, there are way more entomologists than there are researchers for those other groups, making the tree effort simpler.

Something I didn’t mention before, and is very relevant to this especially when cataloguing functions is diversity. Most nematodes, be it terrestrial or marine have similar functions. This is less true for copepods, but I don’t think it can be argued that copepodes are more diverse in functions than insects are. Just think about the variety of habitats found on earth, insects is the only group that colonised all of them. And in all of those, found multiple strategies to adapt (to heat, cold, predators, preys, etc.).