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A fly on the wall
Invisibility Wish
Used when someone wants to overhear others without being noticed, often in private or sensitive situations. 
Curiosity Context
Expresses a strong curiosity about what will be said or done in one’s absence, especially in intriguing scenarios. 
Not Literal
It's a metaphorical expression and doesn't mean someone wants to be an actual insect or to endorse eavesdropping. 