A quick check indicated that it does happen about 30% of the time, but more frequently in the confinement of lab studies. Going back to the 1970’s when I took an (Animal) Behavioral Ecology course at PSU it was believed from behavioral studies that in order to successfully complete copulation the female always bit the head off of her suitor. While that would happen as part of the 30% mentioned above, it has some benefit in that it causes the now decapitated male to complete copulation more quickly. Why would a female consume the male? Possibly to gain a large, protein-rich meal that would enhance the quality of the eggs, giving the male a better chance of passing his genes onto a future generation.
Ironically, I think your pic shows a female consuming another female. The lighter colored female has been decapitated. Based on the abdominal segment counts, apparent short antennae, the wing tips not slightly extending beyond the abdominal tips, and the insects’ apparently formerly equal lengths, both are females. I think that pic is possibly somewhat of a unicorn even if it wasn’t intended to be. Very good.