Why do my dogs chase flies

I think generally they do it because it's a fun thing to do. Most dogs love chasing things, and the faster they move, the better they like it. After all, there isn't much in the living world that can move faster than a dog. If they should catch a bee or a wasp, they'll probably avoid them in future. My neighbour's dog used to chase flies and anything else that moved above ground level, but since he was stung by a wasp some time ago, he gives anything with wings a wide berth.