Xeigrich
Behatzlacha-S
I would say they are only Steampunk if you steamed them prior to casing.
They are very Victorian, and would fit in well within a Steampunk setting. They wouldn't look out of place on the wall behind someone in a Steampunk film. On their own, however, they are archaic and anachronic.
So they have the potential, yes.
How is it anachronic? There doesn't seem to be anything anachronous about sticking dead bugs into a case for cataloging and viewing. Entomology has been around for as long as humans have sought to understand the world around them.
I just watched "Repo! The Genetic Opera" a few days ago, and the character Shilo is shown to have a decent insect collection and great interest in entomology. While the film is rather cyberpunk overall, there is a strong "old-tech" or "low-tech" feeling combined with Victorian-esque fashion and architecture that just screams Steampunk aesthetic. I think bug collecting fits right in with Steampunk, even if there's nothing actually Steampunk about sticking bugs in jars and such.
Okay, I'm gonna /ignore all mention of "Repo!" but that's just cuz I hated the film. While Shilo manages to collect bugs, I don't think she's that steampunky. Just weird, Victorian, and oppressed. Though this is just opinion.
I would argue that bug collection IS very anachronistic, much like any collecting hobby. It's considered weird in modern society to have a "collection" of almost anything; ask someone who's preserved a dead animal. It's not something you can put in the parlor, you friends tend to freak out.
The origins of true study in entomology seem to originate in the 1600's, and while that's a bit early for steampunk, it seems plenty anachronistic to me. And you could argue that entomology only became relevant in the late 1800's, when the connection between insects and disease became more apparent.
It may not fall strictly into the steampunk/victoriana world, but it has a place there; most definitely a larger place then in today's society.