What I always wondered is why most insects have no sense of danger or fear, you can beat them within an inch of their life and they will still keep trying to land on your face for some reason. They seem fully willing to die just to sit on your face for a few seconds.
It's things like this that make me think they want to die, perhaps they realize that life isn't all that great for them. Maybe they have a heightened instinct that tells them there is something after death something better.
Note: I'm not religious I'm just proposing ideas.