The main thing that makes me believe what you saw flying in the light were Palmetto Bugs is... water bugs can't fly. In fact, they can't even ambulate well on land. In the water though, they're hell on wheels -- on you biting away faster than a horsefly.
Oh, you are so mistaken. Next time you're playing with one, unfold it's wings. They weren't flying into the lights so much as they were flying into the lit area and plopping on the pavement.