I occasionally hear tenants claim that a bed bug deliberately fell off the ceiling and landed on their isolated bed. I would agree with Robert Usinger that these reports are exaggerated and if something like that would happen it would be accidental.
As an experiment I covered a block of wood measuring 1.5 inches by 1.5 inches by 3 inches tall with a very slippery material that bed bugs could not climb. I placed the block of wood on end in my experimental pan and then placed a number of bugs on top of the block. The only way off the block of wood was to climb the three inches down or fall off.
The bed bugs initially wandered the edge of the block looking for a way down. They would hang half their body over the edge, give up, and try a different spot. They did this procedure many times. It seemed that the bugs were very cautious about falling. Eventually the bugs would take greater risks in hanging over the edge in an effort to get off and eventually all the bugs fell off. But all the falls appeared accidental.
Then I tried harassing the bugs on the block. The bugs went into flight mode as I prodded them with a pointy object and the bugs began running around the block at full escape speed looking for a way down. The bugs still refused to fall over the edge willingly. The bugs ran full speed from spot to spot, hung over the edge momentarily, and then ran full speed to another spot to repeat the procedure. The bugs did eventually fall off but not before numerous attempts of searching for a better way down. And when they did fall it appeared to be accidental as the bugs hung over the edge just a little too far.
What we learn here is that the bugs are very cautious about falling and even when the bugs are being harassed and prodded the bugs would rather risk harm from me, the experimenter, than fall off the three inch tall object deliberately. Bed bugs do not fall willingly.
