Aww, that's so sweet! I'm on my third mantis and they do, indeed, all seem to have their personalities. My male ghost wasn't very fond of being held, so I kept it to a minimum. My female orchid was just like yours---seemed to really want to get out--not to escape, but just to sit on my hand--though part of that was so she could get honey.
My current mantis (a giant Asian mantis like yours) is also rather 'friendly', though the mesh enclosure with the zipper sort of spooks her when I open it, making her more hesitant to get on my hand at first than my orchid mantis.
But anyway, I don't know how an insect's mind works. We may not know for a very long time. But your mantis clearly knows you're a provider of resources and not a threat. I'm not too quick to anthromorphize them, but that may be because I can want to detach myself a little since they live such short lives.
I still limit how much time I let them out, however. Maybe once or twice a week and I keep them in sight. Seems like you're doing that, though---so that's great!