I mean, wine was used in the Napoleonic era as a preservative for cheese in rations, and in the medieval era as a way to purify water during travel. Even a small amount is enough to kill most bacteria.

TL;DR yes you should, no use in wasting a perfectly good drink. The germs that are on a fly aren’t likely to cause any major issues and will almost certainly be killed by your stomach acid or your immune system, just remove the fly from your drink and it’ll be as if they never landed in it.