Insects such as spiders can set off a car alarm if they’ve got into a car and their movements are picked up by the car’s interior motion sensors. With non-flying insects, it’s usually if they happen to walk across the sensors.
I’ve also read on various forums in the past of a handful of cases of current generation VAG cars (from memory, Golf’s and Seat/Cupra Leon’s and Formentors) where car alarms have sounded for no apparent reason. Some of those were times of year when insects don’t tend to set up home in people’s cars which suggest the cause wasn’t insect-related in those instances.
I’d just keep an eye on it and have a good look around in your car for any insects and if you find any, remove them. If you can’t find any and you keep getting false alarms, then you might need to pay a visit to your dealer to investigate.