Yes, I observed this a few weeks ago when I used a spare 3-gallon Rubbermaid Roughneck while sorting out my baby nymphs from the breeder bin. I turned around and several of the little guys were making good attempts to escape up the 6+ inch sides. I've found that the cheap clear "shoe box" totes from Dollar Tree make much better sorting bins even though they are half the height. No escapees at all.
I am wondering, though, if the Rubbermaid Roughneck totes will handle heating mats better than the Sterilite totes since the Roughnecks are made of slightly thicker plastic. Any thoughts?