According to a comment in the original post, majority of commercial ones do not contain insects:
"Only some kinds of figs (so called 'Smyrna' types) are pollenated by wasps. The vast majority of figs eaten come from varieties that produce fruit parthenocarpically. It is highly unlikely that the fig you ate at the supermarket was of a variety pollenated by wasps: most north american commercial figs are not."
http://scienceblogs.com/oscillator/2010/09/edible_symbiosis....
I chose to believe this explanation :)