There are some contaminants that washing alone simply can't get rid of. Contaminants like tar, over-spray, and iron particles are much more stubborn and are often embedded into the surface, making them immune to washing alone. Claying your car is necessary to remove these substances and restore your paint or glass back to it's original glossy feel and look. The tackiness of the clay will cause some of the contaminants to stick to the clay and be easily pulled out as the clay passes over the surface. Because the clay is a mild abrasive, any contaminants that are not pulled out will simply be abraded down until the surface is perfectly smooth.
Combining claying with a chemical iron remover will ensure that all of those embedded contaminants are effectively removed from the surface. Chemical iron removers use contain chemicals that react with iron particles that are embedded in your paint and dissolves them, allowing you to simply rinse them off the surface. Claying alone is not sufficient to remove these iron particles as not all of them will be pulled out of the surface by the clay. Also, even if the clay abrades the surface flat, the part of the iron particle that is below the paint line will eventually rust and erode the surface of your paint. That is why it is important to use an iron remover to completely dissolve the iron particles.
The same chemical approach should be taken when removing the insect remains from your paint. These remains are very acidic and will eventually erode the surface of your paint if they are not dealt with quickly. Bug removers neutralize the acids in insect remains and loosen them from the surface. This allows you to use a simple bug sponge to scrub them away!