To quote from the Tennessee Sport Fish Identification Pocket Guide;

"The taste buds on fish are not restricted to the mouth only, but are also found on the lips, barbels, fins and the snout."

"Smell plays an important role for fish to locate food, to migrate, and for social interaction and is developed to a higher degree than land animals. Fish use nares, which are located between the mouth and eyes and contain olfactory organs, to smell"

Could it be that these fish are just checking these flys out? My experience is that when bluegills are rolling on the fly that it is not just the occasional fish but most of the fish behave in the same manner. Other days it seems like they will inhale a cigarette filter with no hesitation. Go figure.