Maybe losing a pregnant female in the summer might cause a surprise, but it's unlikely since they're big and really easy to catch. Even the little ones. MUCH easier to catch than escaped crickets. Those I used to have to just wait til they showed up in the cat water or as a cat toy. One of mine will play with bugs or just meow at me, like, "ant! ant! look, ant!", while the other eats anything outright. I'll be there with a tissue to get whatever and she's just like, chomp! gulp. And as far as escape, dubia are just so ridiculously bad at climbing anything smooth, it's a non-issue.
People hear "roaches" and they don't think of dubia, or the like. You should see, or already know, how people's eyes widen when I tell them I breed them. Til I explain that they're not like house roaches. Even then, they probably think it's nuts. Meh.