Some mantises have hairs along the sides of their bodies to help them break up the outline of their body when they're flattened against a surface. It makes them much more difficult to find when the hairs obscure their shape and hide the shadows cast underneath their bodies. Tarachodes have hairs on their legs and on the sides of their abdomen for that purpose.
Others use hairs to limit the amount of airflow across their exoskeleton to help them further limit the loss of moisture. It also tends to aid in reflecting some of the sun's rays to keep them cooler. If you look closely at Blepharopsis mendica, you'll find they are covered with fuzz.
Amazing to see what is common for others around the world and how strange it is to others. I like the fuzzy flocked (texture) looking mantis. Glad to see it was ID'd too, great effort Ranitomeya.