I'm really hoping she is housed alone and the advice given by several of us on your other topic was not blatantly ignored.
If you just got her, she's likely afraid because everything is new to her. Those crickets don't look like a meal to her right now because she was comfortable and settled at the petstore, so now they are intimidating while she settles in. If in addition to this, if you did stick her in with the male as we all advised against, she is likely scared because now there's this unknown competition in with her that she is afraid of as well.
Regardless, once she settles in the afraid of cricket thing will resolve itself.
If you housed them together, this will be a life of terror for her until ultimately she is injured or killed.