Because we learn from our mistakes sometimes. As we begin to see the value of wild lands we may need populations of species from other than the wild. Captive bred populations can serve this purpose and there are myriad examples of species being reintroduced into the wild to extend their range, black footed ferrets, California condor, Arabian oryx, the red wolf.
We may be slow to realize we need natural areas but we do come around and captive bred populations can help. True, it's less than ideal and captive populations often begin to diverge from wild ones, but they can do the job.
Here in Florida there are a lot of areas being set aside as wild areas but I dont think wild populations of the lichen mimic mantis, Gonatista grisea, has been able to migrate to these new areas where it has been previously exterpated. This is where captive breeding could come in to the picture. A few carefully placed ootheca or nymphs could jumpstart a new population.
It's true, dumping nymphs into their former habitat which is now a walmart is not going to help much, but there are situations where captive breeding could be helpful. Furthermore it's precisely captive breeding that keeps us from having to rely on disappearing wild populations. We should be building up genetic diversity within our collections.