There is a video of a Japanese family eating live octopus in a restaurant on the net, sure lots of you have seen it. People eat live insects on "I'm a celebrity get me out of here". So it's only because its cute and fluffy that we care.
I'm not saying it's right, as far as I can see the act was designed to shock and the animal was degraded so I don't agree with it.
However the idea of eating live animals isn't strange at all to me. I don't see anyone else in nature carefully killing, preparing and cooking their food.