Bed bugs tend to be harder to kill than other insects. Why is this?
Consider termites for a moment. They eat the cellulose in wood and other fibrous materials. To kill a termite, simply treat their food source with pesticides. The termites ingest the poison when they eat and they die.
Many insects are similar in that their food sources can be made poisonous or damaging to them. But bed bugs penetrate our skin to feed on our blood — their food source is us. So there is really no way to poison them that is safe to us.
The other problem is that bed bugs have an extremely tough exoskeleton, much thicker than other insects. Most of the currently available pesticides won’t penetrate this exoskeleton. That means that exterminators have to rely on other methods (steam, diatomaceous earth) which are tricky to implement and have limited effect.