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Here are some pictures of males Tephritis cometa. I think it's visible that, as Kahis wrote, the "balloons" are inflatable.
There were three males on a Cirsium of which the only one with balloons was clearly in charge. He was walking around, waving his wings and chasing the others. The two without balloons were inactive, only moving when attacked.
This went on for an hour and then the situation became a bit complicated, as a second one "pumped up" his balloons and got in conflict with the other. A ritual took place which lasted several minutes. After that everything became quiet again and I couldn't really see if there was a winner.
I neither saw a female during the whole event.