Source, in full
"The Fairly Intelligent Fly", The New Yorker (4 February 1939), a tale of a fly who avoided getting caught in an empty spider web, but then disregarding a warning by a bee, settled down among other flies he believed to be "dancing", and "became stuck to the flypaper with all the other flies."; Fables for Our Time & Famous Poems Illustrated (1940); Quote Investigator notes that this statement was referred to as "Thurber’s Law", in 1,001 Logical Laws (1979)