Insights reads your Chess.com or Lichess history and reports trends across it: which openings you actually score with, how results change by time control and colour, when during the day you play worst, and how your rating has moved over time.
Reviewing individual games tells you what went wrong in that game. It cannot tell you what goes wrong repeatedly, because you have no way of knowing from one game whether a mistake was a pattern or an accident. Everyone plays bad games; the useful question is which bad games are the same bad game.
Aggregate history answers questions that only exist across many games. Whether a defence you have played for a year actually scores for you. Whether your blitz results collapse after the third consecutive game. Whether you are losing rating to opponents rated below you rather than above. None of these are visible in a single review, and most players carry firm beliefs about them that turn out to be wrong.
A few patterns appear often enough to be worth looking for in your own data:
Game Report analyses one game move by move with an engine, showing where the evaluation swung and how each move was classified. It answers "what happened in this game".
Profile Report runs an engine across a batch of recent games and reports on the quality of your play — where your accuracy drops, which phase of the game costs you, which weaknesses recur. It answers "how do I play".
Insights works from your results history rather than engine analysis, covering a longer span. It answers "what are my patterns" — openings, formats, timing, and rating movement over time. The three are complementary, and the usual order is a game review after playing, a profile report every so often, and insights when you want to know what has been true over months rather than moves.