What an interesting question! Just really quickly, I want to link this
quick read for anyone who might not know what inbreeding depression is. The article explains it really well!
Inbreeding depression in insects is actually poorly studied (save for fruit flies and a few different types of beetles), and actually only seems to occur in laboratory settings (or in the home, as it is now
). Insects are pretty good about avoiding inbreeding in the wild.
Thinking about the life history of mantises, they're fairly good at dispersal -- they have to be, being predators -- and are probably more sensitive to it than, say, a type of beetle that lives and reproduces in one tree for generations. How sensitive they are highly depends on their evolutionary life history. Do they come from a small pocket of individuals in the wild? Or like the chinese mantis, are they everywhere? A species that comes from a tiny specialized area has a much higher risk than one that's found over a larger region. The farther away a population is generationally from wild individuals, the more the risk increases as well.
To avoid inbreeding depression, you would definitely need to bring individuals in from the wild at some point or another. The more we breed and trade the babies with one another for more breeding projects, the more towards inbreeding depression we inevitably go! We're essentially just breeding more and more offspring from a limited pool of resources. If you knew the lineage of every mantis you kept, you could avoid it much easier, but that's a difficult prospect now.