Which insects or animals don't have brains?
Of the 35 phyla listed by
Wikipedia (other sources will give slightly varying numbers), 22 have no brain, 2 have brains in only some species, 2 I wasn't sure about and just nine have brains in all members.
If you take a more generous view of what a brain is and include any cephalisation as a "brain", then about half the 'no brain' phyla switch sides.
So, you see, animals without brains are really not that rare.