In this case it's all in the air... the air is captive within the car, the fly is moving within the captive air and doesn't recognize the car is moving, since the air is moving right along with the car, regardless of the direction of the car.
An airplane is in the same fix... the air it is flying in will always produce exactly the same airspeed on the airspeed indicator at say, cruise speed (doesn't matter the speed chosen). If the airplane makes a turn one direction or another, the airspeed indicator remains exactly the same (except at steeply banked turns... more about that in a moment). If the air is moving relative to the earth's surface (called wind) the airplane doesn't "care" (as if it could)... it will still record the same "normal" airspeed on the indicator. An observer on the earth's surface watching closely might see the airplane slow down or speed up relative to the wind, and close to the earth, the pilot may recognize that change... but only relative to the earth's surface... not the air speed indicator. Never changes for a given power setting and given attitude of the aircraft (no, not mad or happy).
In steeply banked turns, there will be a loss of airspeed until the maneuver is recovered, but this is due to "G" forces causing the aircraft to "weigh" more... 1g, 2G's, etc., depending on the steepness of the bank.
Your fly only moves relative to the body of air that it's flying in, again, regardless of that body of air's motion relative to the earth outside or even the air outside...