The figs you generally buy at a supermarket are usually of a self-fertile variety of the common fig (or are sprayed with a specific hormone to induce fruiting) but almost all of the 800+ other species of figs have their own corresponding species of fig wasps that pollinate just that one species of fig. Luckily for you these wasps are tiny and you're very unlikely to notice them. Just a minor protein boost to your fruit
With fresh figs, you're supposed to turn them inside out when you eat them. If you really wanted, I guess you could pick out the wasp if it's still noticeably intact.