Essentially, their tiny bug brains think the light is the sunset, so they keep turning to keep the "sun" at the same angle so they can go "straight." No matter how far they fly, they don't make any progress. They are trapped in this little hell we made just for them, not understanding why they can't get to where they are going.
Are they getting much science done down there? Obviously it must be helpful that all of history’s greatest scientific minds are gathered in one place – but if nobody’s serving them breakfast then maybe they’re perpetually hypoglycemic and not doing much good thinking.