Insects need more room to "take off". As soon as they start flying from inside a pitcher, they hit the pitcher walls. This bends one or both of their wings and briefly interrupts their flapping - just enough to make them lose their lift and fall right back into the pitcher.
Additionally and probably moreso, the pitchers are very closed in, tight spaces. While insects are beating their wings in open air, the air moves around and under the insect in such away that allows the insect to maintain flight. Air cannot move that way inside a Sarracenia pitcher, because it's such a narrow area. The air flow from them beating their wings bounces off the pitcher walls - there's no easy way to attain lift, much less maintain flight, in an environment like that.
This is why you often see flying insects flapping their wings uselessly inside the Sarr pitchers and not going anywhere.
There are some occasions where a flying insect can escape, depending on pitcher type/size, bug type/size, how full the pitcher is, etc. - but most flying insects' chances of escaping a Sarracenia pitcher approach very close to 0%.
Wasps etc can eat a hole and get out, ive been lucky enough to catch all of mine. I dont think ive ever had a fly in mine, always a yellow and black wasp or alike bug. They all go for the nectar inbetween the hood of the pitcher, but seem to get trapped soon after in the way veronis has explained!