The American name "stink bug" is specific to the Pentatomidae, and
refers to their ability to release a pungent defensive spray when
threatened, disturbed, or crushed. The composition of this spray may
vary between species, and even by sex or age, but generally includes
aldehydes and alkanes. Descriptions of the smells vary widely, and
include oily, dusty, woody and earthy, and like coriander. In some
species, the liquid contains cyanide compounds and a rancid almond
scent, used to protect themselves and discourage predators.
Stink Bug is the American vernacular. I've never noticed a smell though I've never knowingly 'threatened, disturbed or crushed' one.
From Wikipedia: https://en.wikipedia.org/wiki/Pentatomidae