In insects it is different. There are air tubes running like tiny pipes all through the gills and into the body of the insect. The oxygen of the air that is in the water passes out through the walls of these tubes into the blood of the insect.
Yes, John, in fishes the blood comes to the air, in insects the air goes to the blood. The air passes into the air tubes of the insects, and thus is carried all through their bodies.
The blood takes the oxygen out of the air.
Without oxygen in the blood no animal could live.
Now let us go back to our May flies. They remain in the larval state a year, and some species remain two years. Think of living in the mud for two long years!
In the mud they creep about, eating, eating, eating. Then some summer day they leave the mud and swim to the surface of the water.
Pop! they are gone.
They were so quick about it we could not see what happened.
The larval skin burst open and forth leaped the May fly, like a winged fairy from a prison cell.
They do not come out slowly and wait for their wings to dry like the dragon fly.