Under both the USDA and TSA rules, you can bring it. They are nonnative, so you would definitely not be hurting the environment by removing it.
The issue is more with it not dying in checked luggage, tbh. I've had my checked bags returned to me bashed and bruised; I can only imagine what they do to them. I doubt a mantis could survive that kind of environment, especially on a longer flight (even more so if there are layovers).
It's not like mail carriers are so much better. If you package it with plenty of padding, make sure it's tight enough that it will move as little as possible, and put it in the middle of a bag, I bet it would be fine. The radiation damage is minimal as well. I've safely brought home a glass spider with legs so thin the end could probably work as a needle.
