Why? The bodies of the locusts that are killed extinguish the flames, after which the rest of the swarm continues on unhindered.
لِأَنَّ أَجْسَامَ ٱلْجَرَادِ ٱلَّذِي يَقْتُلُهُ ٱللَّهَبُ تُطْفِئُ أَلْسِنَةَ ٱلنَّارِ ،‏ فَيُكْمِلُ بَاقِي ٱلسِّرْبِ زَحْفَهُ دُونَمَا عَائِقٍ .‏