Did the bug fly? There is a fungus gnat that lives in the potting media that come out especially when you water. I understand they pose no problems to the orchids. So I don't bother chasing them anymore myself. I also understand that the life cycle for these gnats is 5 days so if you allow the media to dry for 5 days between waterings, many if not all will be killed.
Isopropyl Alcohol (70% is fine) and a couple drops of dish washing liquid soap is an excellent way to control soft bodies insects. It also doesn't hurt the orchid foliage. I try to keep it off buds and flowers. Works for mealy bugs too.