It must have been hiding in the gas pump nozzle. I'm not in the habit of looking inside the gas nozzle before pumping. After the pump clicked off, I pulled the nozzle out and saw it trying to climb out. It looked like a cockroach about an inch long. It scrambled mightly but fell back inside the tank to drown.
It's dead now but should I worry about the bug corpse? Best case scenario: it dissolves in the gas and the bug juice doesn't harm anything. Worst case scenario: bug bits clog expensive German parts.
What is likely to happen? How much should I worry? Will I need to remove the bug corpse from the tank?