"Lovebugs" (Bibionidae) remain in a copulated state for perhaps days, but I don't think for life (https://en.wikipedia.org/wiki/Lovebug). Intuitively, one would think prolonged copulation would increase the female's risk of dying (e.g., predation) before she could lay her full complement of eggs. In turn, this would offset the reproductive benefit gained by the male who, by virtue of sustained copulation, would ensure that his sperm (and not that of a competitor) were used to fertilize the female's eggs. Interesting reproductive biology, if true.