I just learned about this earlier this year!
The short of it is the common cockroach we see (the German cockroach) is not found in the wild and has completely evolved/adapted to live where humans are. There are other species that *do* live in the wild (such as the Asian cockroach) but branched off ~2,100 years ago.
Another random fun fact: the German cockroach got its name not because it originated in Germany (it did not, though specimens were collected there) but because the scientist who identified it is from Sweden who was at war with Prussia (Germany) at the time during the Seven Years War.
[You can read more about the history/research at Smithsonian Mag](https://www.smithsonianmag.com/smart-news/dna-reveals-how-german-cockroaches-came-to-dominate-the-world-180984396/).
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