That's right. Grapes don't need insects for pollination. They mostly self-pollinate.
Black Hamburg table grapes in our orchard (September 2011).
That's why grape flowers are inconspicuous, unscented and many don't offer nectar. They can be wind pollinated if the weather is right (dry with a breeze but not raining and blowing a gale), and some varieties rely quite heavily on wind pollination. If insects visit the flowers they can provide some pollination, but no grape vine species or varieties depend on insects.
Chasselas grapes (October 2012).
The weather has considerable influence on how successful grape
self-fertilisation is. If it is cold, wet or windy grapes don't flower
well or not all the flowers in a cluster will fertilise, thus leading to
small or patchy bunches.
Grape flowers at the end of May 2011 in our orchard.
By the end of May fruit is setting, with the fertilised flowers producing tiny green ovoids that will become individual grape berries. All wild grape species have black fruit. Green grapes are the result of breeding and mutations which 'switch off' the the production of anthocyanins (red-blue pigments).
Chenin blanc grapes, not quite ripe yet, Vouvray, October 2013.