Newton's third laws states that every action has their equal and opposite reaction. If we observe closely, we can notice that mass of car is infinitely greater than mass of fly. As the fly gets struck by car, it dies immediately because it's body cannot tolerate the force experiencied due to collision. But, since the mass of car is very high and so the car can easily withstand the opposite force generated because of collision.
Hence, the car remains unaffected.