Taking all your shots at the highest magnification possible may not always get you the photo you want. This shot was taken with a Raynox Macro Conversion Lens. I took this shot focusing on the eyes of the bug. Even though I wasn't shooting at highest magnification, you can easily see that part of the bug (red circle) is already out of focus (OOF). So if you were to get closer, the OOF parts will become more apparent, even to the point that it ruins your shot.
More on Macro Photography here: pixelsdimension.com/
Check out Malaysia's wildlife here: wildlifemalaysia.com/