The grasshopper doesn't have to use it circulatory system to carry gases to and from the grasshopper cells because the air that is passed through the trachea system is already close enough to get to the cells.
Explanation:
"In the grasshopper, exchange of oxygen and carbon dioxide occurs in the tracheal system. Hemolymph plays no part in the process. There is not even an oxygen-carrying pigment in insect hemolymph." - www.biology-pages.info
