Yes, they always drag the insects back to the nest. Although as I understand it, the workers don't actually eat the insects - they're taking these to feed to the larvae, so this makes sense.
I also put honey-water out for them, which they eat and fill their crop to feed to their fellow workers.
I've stopped putting insects in the tank for now, the last one (the moth) was slightly too large and they couldn't drag it inside the nest entrance and have sort of left it half-in, half-out. (It's a sand/loam set-up).





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