just cuz bugs CAN fly doesn't mean you will see it do so. I've rarely seeen a garden stinkbug fly- but they get there from somewhere else, some how
From wikipedia
Flight
Flight is well developed in the Hemiptera although mostly used for short distance movement and dispersal. Wing development is sometimes related to environmental conditions. In some groups of Hemiptera, there are variations of winged, short-winged, and wingless forms within a single species.