Why eat insects?
Plants generally get their nutrients from the air and nutrients in the soil. Flytraps however are native to humid boggy areas in North and South Carolina where acidic soil lacking in vital nutrients are found. The plants evolved to cope with the low nutrient soil they live in by extracting their nutrience from bugs. Venus flytraps can survive without catching bugs, but will generally grow faster with them.
And anyhows, imagine living your life and never getting to eat anything but dirt. A few bugs would probably start to sound appetising after living a life of sucking your nutrients out of the garden!
Photo courtesy of Jamie Duke.