A lot have something to do with mythology or their predatory lifestyle.
Empusa refers to evil creatures of the Greek mythology.
Parablepharis, Blepharodes, Blepharopsis all include "Bleph", which seems to be a word for devil.
Idolomantis (Idolum) and Idolomorpha are self-explanatory and were chosen because of the strange looking of these species.
There are a lot of such examples.
Many names were given in honor to some person, mostly "cited" are Stoll, Stal, Giglio-Tos, Roy, Beier and all the other orthopterists.
"Harpax" means predatory (also found in "harpy", an evil flying creature of Greek mythology), and is found in many Hymenopodid (this name itself is self-explanatory, meaning "lobed leg") taxa names, as Pseudoharpax, Harpagomantis, Congoharpax, Chloroharpax and others. Harpax itself was an old generic name in mantids, but was given up due to preoccupation by another animal taxon.
This were only some examples, the mantid names are full of such stuff.