Why do flowers naturally reproduce with their own species?
The pollen from a given species of flower does get transmitted to other flowers of different species (like you said, through air, insects, etc.)..the problem though is that those two species of flowers are just that!: they are two different species, and by definition, aren't able to reproduce amongst one another.

I would recommend looking into the definition of a species. There isn't a single, blindly-conformed-to definition, however, its most commonly accepted that a species can be defined by the "boundaries" in which that species can or can't produce offspring with other organisms. Organisms that can produce offspring together are generally considered to be of the same species.

There are odd cases though where some interspecies reproduction occurs, such as a donkey and a horse producing a mule. Yet, if two mules were to attempt sexual reproduction, they wouldn't be successful in producing offspring (mules are sterile). So, this is a tricky situation to define, in terms of if the donkey and horse are the same species or not, since they can produce offspring, yet that offspring is a dead-end, so to speak.

A different example.. if (somehow) a chicken attempted sexual reproduction with a pigeon, the sperm would reach the females egg, however, no offspring would occur. 

A major impedence of offspring occurring for interspecies reproduction comes down to the mechanics of meiosis, and how chromosomes match up with each other throughout the process. Chromosomes need to be of similar size, shape, etc., in order to properly pair with their complement during meiosis. Also, the correct number of chromosomes need to be present. These dynamics, as well as many others, get messed up when interspecies reproduction is attempted. 

I hope this addresses your curiousity.. All the best!