Welcome to PF, Custer.
The fly is flying relative to the air within the vehicle, which is moving at the same speed as the vehicle. For pretty much the same reason, you can breathe freely in a car going at 200 kph; try sticking your head out of the window at that speed, and you'll find yourself breathless.
Then now you're traveling in the speed of over 200 meters per second(I assume that you live in some particular places on the surface of the earth), you're not feeling anything uncomfortable, right?
That's almost the same.
If you're interested, you can check the term"Galileo's Boat".