The legs of insects are generally tucked in during level flight, but it can be quite species dependent
Here's some insects "inflight", generally hovering or otherwise actually not in full bore flight I have taken using my pro level equipment the wings are still a blur even with the exposure speed being 1/8000 or faster (ignore shutter speed EXIF the exposure here comes from the flash)
Hoverfly Flight by
Aves Lux, on Flickr
Some larger species have slightly slower wings that have a different pattern of movement, legs still tucked though. this is at 1/1600 no flash
Common Darter Flight by
Aves Lux, on Flickr
Here's something more like the phone shot, but still recognisably an insect, this is taken at 1/2500 with a 560mm lens, the camera was focussing on the bird as it's impossible to see the insect, you know its there because the birds are obviously feeding on the wing, but you have to take high (20FPS bursts) to get a shot with the bird close enough that the insect is in the same focal plane (and get a bit lucky.) This species also is likely a beetle or some other species with a forewing case called elytra as you can see it in front of the main flight wing, the elytra is a modified forewing.
Graceful Gull by
Aves Lux, on Flickr
You can see for this shot the body is dark and the wing is light and that's all you get colourwise, the image is not blurred for a few reasons , expensive telephoto lens, 45MP full frame sensor, the high shutter speed, subject presence in the DoF for the lens and also some other blur has been removed with AI sharpening tools that correct for motion blur. On a phone shooting a much lower shutter speed, you get a blur like you see in the OP.
Hopefully this shows why phones shots produce blurs of insects and what you need to do to actually see recognisable insects in flight.