Why are covalent bonds insoluble in water?
There isn't an explanation or answer for your claim, because it has two main errors.
1st covalent bonds aren't substances. A chemical bond is not made of matter.
So, you cannot "dissolve" it in water like sugar.
2nd There are substances in which their atoms are joined together by covalent bonds, and sugar is one of these. You know that sugar is not insoluble in water.
Remember. To pose proper questions is more useful, for learning, than remembering answers.