Wasps do not bring harm to me, I know how to coexist with them, but if my kids are around, I will also kill them if they seem aggressive. So my ethics are very pragmatic.
If our solar system drifts too close to another civilization I don't want to get squashed. That's the maxim. We are the fly. If you don't want something bigger than you to be entirely justified in killing you for no reason, you cannot believe yourself to be entirely justified doing the same.
The golden rule is really hard to beat.
For the reason of it being a danger. And that my energy is spend more effective on other things, than trying to save life that potentially carries diseases and goes straight to any open wound or eyes. So they come on purpose, not by mistake.
If that is no reason to you, you may continue to catch and save flies if that is your thing, but please don't say "no reason" when you mean "no valid reason to you".
You might wonder why I say that with confidence, but I might wonder why you wouldn't say it with confidence. But even if the fly does have thoughts, such as "yum, I smell a dead squirrel", it's not a participant in morality. Why should there be a golden rule about protecting animated things? Does it apply to the entities in Conway's Game of Life? Does it apply to alien flies that aren't based on DNA, but not to robots? What is the purpose of such a rule?
If the idea is self interest and reciprocity, you're essentially saying "if an alien civilization assigns rights to all kinds of crazy things, it will also assign rights to me, even though it doesn't understand what I am. Therefore I will assign rights to all kinds of crazy things too, to set an example!"
The example would go unheeded, though, if the aliens don't understand what you are. But if they do understand what you are, they'll hopefully spare you because they recognize you as having moral ideas. In that case, you'd reduce your risk the most by not appearing crazy.
Flies have a role in nature, as decomposers and food/water sources for many other animals. They are a valued participant in Earths ecosystem. Houseflies only exist because we built houses around the decomposing waste that they are biologically wired to seek and consume.
Because your role for them is to provide blood.