Soap and water is the answer. Soap (like Dawn dish soap) is an emulsifier, ie. it cuts grease. Bugs are exoskeletal (bones on the outside) and the emulsifier allows oil to mix with water. So, the oils lubricating their joints goes away and the bug dies. I know people who wash their cats and dogs in Dawn to kill fleas.
I thought the soapy water was hydrophilic (it loves water and wants more).
And as soon as it hit the bug, it sucks all the water out of them, and they almost immediately die of dehydration.