Living things are generally governed by the “square-cube” law. As a creature gets bigger, its mass is proportional to the cube of its length, but the surface and internal surface areas are proportional to the square of its length.
A mouse will not be harmed by a fall from any distance, because the force of impact is related to mass (cubic) and relatively small. The mouse’s bone strength is related to area and relatively larger. In contrast, an elephant cannot survive a fall from even a couple meters; all of its legs will be shattered. Humans are in the middle, usually surviving from two-three meters with no damage, and likely surviving from even higher.
Insects’ oxygen need is related to mass. The ability to absorb oxygen from the atmosphere is related to surface area. So the bigger they get, the harder it is to absorb enough oxygen. Unless they develop higher efficiency structures like lungs to pull and absorb more fresh oxygen, they are limited by the atmosphere.
Mammals (like people and whales) breathe through our lungs. Bigger mammals have bigger lungs and more powerful circulatory systems to put oxygen into our blood and move it around our bodies.
Insects (and many other invertebrates) absorb oxygen through their skins. There is a limit to how far oxygen can penetrate into their bodies. If there is more oxygen in the air it can support bigger insect bodies.
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