New study changes our view on flying insects. For the first time, researchers are able to prove that there is an optimal speed for certain insects when they fly. At this speed, they are the most efficient and consume the least amount of energy. Corresponding phenomena have previously been demonstrated in birds, but never among insects. Source 2c.
Any insect, bird or other naturally flying animal will always have a speed at which they fly and use their energy to its upmost efficiency. I think even mechanical aircraft has this too. I think this is part of natures laws so while we found it in birds I do not find this surprising in insects too.