It would be easy for M. caffra to establish itself in most States. They've become established in New Zealand already and are outcompeting native mantids there. M. caffra is very interesting since they're different than most mantis species. Their hatching is un-synchronized occasionally, so if there were a predator near the ootheca while they hatched, only a couple would get eaten at a time. Females can and do reproduce by parthenogenesis, I've witnessed it in my own collection. Their ootheca survive temperatures of low 40s at least, I haven't particularly tested this but an ootheca sent to me with very light insulation and no heatpack during the winter months made it through just fine.
I do hope that this wasn't the result of the hobby but the hobby will always be the first to take blame. So please make sure people know these are exotics and should be rehomed or euthanized instead of released into the wild. It is cruel, but it's also necessary for very hardy species such as these. With 99% of exotic species, release into the wild is a cruel and slow death sentence to begin with.