I agree with you on all but your first statement. I see no problem with feeding high-protein diets to your pet insectivore; its the nature of their diet be relatively high in protein, because insects are naturally protein-rich.
The concern for feeder cockroaches is entirely in their diet; the gutload. The publication I linked to above found Blatella germanica that had been fed a high-protein rodent lab chow contained nearly 10x the concentration of uric acid than individuals who were field collected. I would even speculate that this species probably feeds on even more proteinaceous food sources than most common feeder species that come from the tropics due to B. germanica's relationship with humans.
As long as roaches are fed primarily plant and grain based food the concentration of uric acid is minuscule. But regardless, a well-varied diet is the solution to any concern and is what is best for the animal.