Not many people with a fear of, say, cockroaches, would be happy to let a few of them roam across their bare hands (in order to alleviate their fears by habituation). In other words:
“Although in vivo exposure is the treatment of choice for specific phobias, some acceptability problems have been associated with it.”
In the world of Augmented Reality (AR) though, they might consent to such things. Virtual cockroach possibilities are examined in a new paper for PLoS ONE 11(2), February, 2016. In Vivo versus Augmented Reality Exposure in the Treatment of Small Animal Phobia: A Randomized Controlled Trial. 
Researchers Cristina Botella, M. Ángeles Pérez-Ara, Juana Bretón-López, Soledad Quero, Azucena García-Palacios, and Rosa María Baños found that:
“Results obtained in this study indicate that Augmented Reality exposure is an effective treatment for specific phobias and well accepted by the participants.”
Question: Would you lay naked on a stage while 13 giant Madagascar hissing cockroaches (real ones) explore your body? Stacey Sewell did – see: Music | Cockroaches | Nudity – a review