Why do Chinese grocers advise cutting and discarding flowers in Chinese vegetables?
When a plant arrives in the kitchen, the ecological perspective doesn't matter any more. Any insect  present on a plant destined for human consumption is considered a pest by the consuming humans and by the cooks preparing the food for them, no matter what the plant considers it to be (pollinator, parasite, whatever). The average person dislikes consuming insects, and people who enjoy eating insect-based dishes frequently object to consuming insects of unknown species that are not part of the recipe. This is a cultural thing of course, my own great-grandfather always laughed at people cutting out worms from apples - for him, the worm was as much a part of the apple as the pips. But the average westernized cultural setting today views that insects are disgusting and should not be eaten. 

So the seller won't tell you which insects these are - they don't know and it doesn't matter to them. They just assume that you don't want to eat the insects, like the overwhelming majority of their customers. And so they tell you what method to apply - cut away the flowers - to avoid eating the insects. I suspect that they may have had outraged customers returning vegetables as "defective" if they found out they have insects in their food, and have taken to preemptively give advice how to get rid of the insects. 

As for the objective harm, that's highly unlikely to happen. There are very few insects which can damage your health, and these tend to be human or animal parasites, not the kind of insect which lives on a vegetable. So if you eat the flowers and swallow the insects unnoticed, no harm done. If you notice them, there can be emotional harm or not, depending on whether this is a disgust trigger for you or not.