Many macro photos taken in the field miss the shot due to pre-flashes.
OK, yes, I am exaggerating – but the point I try to make is that the modern camera flashes use pre-flashes to determine exposure, and other flash settings like synchronization with possible other flashes. So by the time the main flash goes off, several milliseconds have lapsed, and an alert insect caught fright and fled.
It has happened to me several times in the past, after spending how long to stalk a skittish insect that the pre-flashes scare off an insect and it is gone. The only reliable alternative I know, and currently use, is manual flash. At least you then have one single chance to get the image, before the insect takes off. If you wish to learn more about manual macro flash, keep an ear on the ground for the next time I present a workshop. I will announce the next one on my page as well.
Another problem with flash use is illustrated on this image, namely that the leaves and the flower are slightly overexposed. I found using a diffuser over a flash absolutely essential to overcome such issues. Direct flash is just too harsh to use with macro images.
My personal style is to balance the flash with the background, so that the images do not have that somber black background. Black backgrounds look to me like images of pinned specimens in a museum catalog. I try to show my insects are alive, so the emotional association with black backgrounds generally do not suit what I try to communicate.