There is no scientific way to determine the "saddest" insect. Insects do not experience emotions like humans do. However, some insects may exhibit behaviors that appear sad or melancholic to humans.
For example, the Monarch butterfly undertakes a long and arduous migration, often facing harsh conditions and predators. This journey can be seen as a metaphor for overcoming adversity, which may resonate with human emotions.
The death's-head hawk moth is another insect that has a tragic association. It is named after the skull-like pattern on its thorax, which has been linked to death and misfortune in many cultures.
Ultimately, the "saddest" insect is subjective and depends on individual interpretations.