That is your anxiety speaking. The startle makes the anxiety much worse.

Entomophobia (also known as insectophobia) is a form of anxiety. You have a triple whammy. You were startled. You reacted to the startle being a bug. You added fear that you injured your head. You can resolve two out of three.

Be sure to only eat Kosher hot dogs. By USDA standards, the rest can have insect parts in them.

What's the last thing that goes through a bug's head as he hits your windshield ? The bugs back end. Now, that's a head injury.