Flash is recommended the further you go with magnification, as it just makes things easier. The further you increase magnification, the shorter the working distance becomes between the lens and the subject. This means that the working area for available light becomes restricted, and adding a flash, especially at the end of your lens, helps to illuminate your subject and scene. Flash also helps to freeze the photographer’s motion and, in some cases, the subject, resulting in an overall sharper image. It depends on the subject, though.
A shiny beetle’s elytra [wing cases] don’t photograph well with flash due to its reflective surface, so natural light would be my preferred choice. Smaller, more intimate creatures may hide certain details that a flash can help to bring out. Over the years you begin to learn what works best for what subjects and settings.