"The [robber] fly attacks its prey by stabbing it with its short, strong proboscis, injecting the victim with saliva containing neurotoxic and proteolytic enzymes which very rapidly paralyze the victim and soon digest the insides; the fly then sucks the liquefied material through the proboscis."
I assume that's what's going on here. And probably why it didn't fly away immediately when confronted with the front element of a macro lens.