All perfect praise be to Allaah, the Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
Misdeeds decrease the reward of one's fasting. So, if these insect are forbidden to be killed by the Sharee‘ah, such as bees, the person who kills them, while being aware of the prohibition will be committing an act of disobedience and this disobedience may affect the reward of fasting. If these insects are harmful or the Sharee‘ah does not prohibit their killing, then we hope that there will be no sinning in killing them in Ramadan or at any other time.
Allaah Knows best.