Doc Freemo 
Why do all insects (that I can think of) start their life in a stage that crawls (usually wormlike of some kind) and usually end their lives in a form that can fly. I cant think of any insects that start being able to fly and then their final form is flightless.
Im guess its because the final stage is the stage that mates and flying is critical to mating in some way.
@freemo prly evolutionary process. IIRC human embryos have similar "changes in direction" of how it evolves. E.g. the tail bone that no longer serves a purpose. I suspect these are like early stages that were cut short for more beneficial directions. Same with other human parts no longer serving a (clear) goal or very minor goal as other organs have superceeded their function.
@freemo I have heard rumors the "third eye" in/near the brain is vestigial, left over from early dev stages. So not a stretch that similar multistage happens in insects, with later stage at "appropriate" time.
I wouldn't have a clue what triggers it though or how such a complicated (metamorphosis) process evolved.
@freemo why they don't get born with wings immediately? My guess is, the creature's ancestors dev didn't need it. And tge subsequent process hasn't moved all the way back towards the earliest development stages yet. Availability and efficienct use and limitations of resources during dev may be factor too.
@freemo ah, yeah, "vestigial" is the word. I think, if you search for a bit, you'll find the human embryo has stages too. IIRC certain viruses have become embedded in the human development too, so we're a composite in multiple ways. I know few details tho; picked up only bits and pieces.