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Roaches like pressure on all sides of their body, and in a warm, moist environment with food in your walls, they have a nice spot for them to lay down their welcome mat.
They like pressure on all sides of their body, so coming inside and living in the walls, is a natural place for them to feel comfortable. Roaches also come inside because its a perfect environment for them. We cool our house off in the inside, its hot on the outside, it creates a warm, moist climate in the walls, with an endless supply of food by feeding off the back of the sheet rock and eating the paper.