The only species that come into contact with cactus in the wild would be native north american species such as Texas or Arizona Unicorns. Even then it would be a stretch to say that they love them. Any species typically found in arid regions or around thorny or spiny vegetation would qualify though. Perhaps B. Mendica, as they are sometimes referred to as the Thistle Mantis, meaning they were thought to hang out around or perhaps look like a Thistle, which is sorta like a cactus.