Thank you for the question and photo. The insect looks like a red milkweed beetle Tetraopes tetrophthalmus. It will feed on the milkweed leaves and it's thought that by eating the white poisonous sap from the plant it makes itself poisonous to predators. Try knocking them into a bucket of soapy water if desired. Otherwise, just leave them alone.
Scroll down within this publication to read about them: https://extension.umd.edu/sites/extension.umd.edu/files/_docs/programs/ipmnet/15Jun19L.pdf
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