Chitin is colorless and translucent itself. Many arthropods have cuticle (both sclerites and membranes) entirely colorless and translucent. So it would be better to ask, why some insects have non-translucent fragments on cuticle (i.e., what is function of their cuticular pigments).

I was not aware of this. I can think of two categories of explanations - either, (1) like in Ithomiini butterflies, it's for others (not) to see, although the look-alike or blend-in effects of such small windows may be negligible plus they are commonly covered by the wings, or perhaps (2) something is housed in that abdominal segment that requires light. With Opisthoproctidae fish, it's the actual eyes... https://www.youtube.com/watch?v=7AopyN1EQZ4

In this case, not sure - bacteria? a gland? I'll be equally interested in finding out.

Perhaps trying to imitate a wasp with a feigned narrow waist (petiole).

Chitin is colorless and translucent itself. Many arthropods have cuticle (both sclerites and membranes) entirely colorless and translucent. So it would be better to ask, why some insects have non-translucent fragments on cuticle (i.e., what is function of their cuticular pigments).