Cockroach is not the scientific name for them. It’s the common name. Most roaches are part of the Blattodea order together with termites. The common name came about in the early 17th century (as cacaroch ): from Spanish cucaracha . The spelling change was due to association with cock and roach.(according to Wikipedia).
Depending on where you live there are different species of what is considered the common/house cockroach: The most common are: Blatella Germanica (German Cockroach), Periplaneta Americana (American Cockroach), Periplaneta Australasiae (Australian cockroach) and Blatta orientalis (Oriental Cockroach).
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Specifically, the process by which cucaracha became cockroach is called folk etymology, whereby words that people have trouble making sense of in their native language can be remade with pieces they are familiar with.
Other examples of folk etymology include Key West from Spanish Cayo Hueso (Bone Key), crayfish from French creviche, Alzheimer’s Disease being called Old Timer’s Disease, and many, many others.