There is a issue with your query. Try the modified query.
use MYSQL;
Declare @Max_Id Integer
set @Max_Id=(select max(id) from traffic);
insert into MYSQL.dbo.traffic(id,date,time,ip,resultCode,bytes,url,authuser,sitesID,usersID)
select id,date,time,ip,resultCode,bytes,url,authuser,sitesID,usersID
From openquery(MYSQL,'select id,date,time,ip,resultCode,bytes,url,authuser,sitesID,usersID from myvar.traffic where id > ''+@Max_Id+'''')