If you jump on a Giant Cricket, even if you don't move for hours... you gain no insanity. Zero. I accidentally left 15 bile character on the cricket in my windmill for a whole day, and he had no madness levels. I tried the same with a 50 bile character just to see what would happen and had the same results.
Also happens with the purchasable horse.
No insanity gain while mounted, even while not moving.
Riding a horse IRL makes me a little less insane, but if you get on a horse and sit still for an hour... both you and the horse get bored and at least the horse goes crazy.