Silas offers a good explanation for why dragonflies don't just "figure out" how to fly in the shade. I think it is on target... as far as it goes.
My goal in this post and the previous one has not been to knock existing evolutionary explanations as incorrect. I am just pointing out that they leave a lot unexplained. (And we would expect as much in the average scientific theory.)
For instance, wouldn't it seem a little easier for fireflies to make the transition from flying in sunlight to flying in shade and sunlight, than for creatures that don't fly and don't have wings to transition to creatures that do fly and do have wings? It's as though your mechanic told you it was impossible to turn you plane that only flies in the daytime to one that can also fly at night, but definitely he could turn your car into a plane.