That’s actually not true. When you change the section of a task, Asana does generate a “task change” event. So I would say the issue is on Zapier’s end that they are not properly picking up this event. However, that fact doesn’t help you resolve your problem.
Based on this forum post: The Asana automation bible: all the triggers and actions from Asana, Zapier, Flowsana, Make.com, I would suggest you take a look at at Automate.io in place of Zapier. According to that post, they have a section-changed trigger, and they support Insightly as well.