Red bugs on the loose

My dad brought home a lot of cool gifts from his trip to Hong Kong, including this light saber thing that makes red bugs race on the walls.

I tried to catch the bugs for my dad, but they were super-quick and disappeared whenever I got close. My dad said something about this being a good way to let me get some exercise when it is rainy and muddy outside, but I don't know what he means by that. I don't like rain, but I don't know why he thinks it is a good idea to let a red bug loose in the house! What would they have done if I hadn't chased it away? I mean, what if it ate my mom! My parents are very lucky that I was there to protect them.