The Mymaridae are the smallest insects. This video explains their numerous adaptations to being as small as 140 microns yet still complex, such as smaller cells with as little cytoplasm as possible, denucleated neurons, loss of several body parts (including eyes and hearts, depending on the species), and parasitism as an alternative to insects' usual level of nutrition in eggs. My question is why natural selection would favour their being so small in the first place.
Since few extant species have been extensively observed, this question may require some "just so story" speculation, hopefully informed by other examples of organisms becoming unusually, almost prohibitively small for their taxa. On the other hand, their fossil record covers about 100 million years, so perhaps the time and place of shrinking intermediates would suggest specific explanations.