The reason is that small animals (insects, small mammals and lizards, etc) have a very large surface area to volume ratio. What that means is that they don't take up much space but they've a lot of 'skin'! When they fall, the air resistance they encounter is proportionally much much higher than a human. Or, in other words, the rate at which they fall is much lower.
This is why spiders can survive falls that, if scaled up to human size, would kill us! So I suspect your praying mantis is fine. He's just staying still because a fall usually implies he was attacked. Many insects freeze to avoid drawing attention to themselves after a fall. This makes sense! If it was a bird that knocked him off a leaf, scurrying around on the ground, catching the eye of the attacker, might make him a meal.
This poor praying mantis just fell from the top of my wooden deck, onto the wooden floor. It's about an 8 foot fall. He didn't try to fly or anything. Now he's just standing in the ground, but he's still alive. Is he hurt? Did the fall hurt him or is he just scared?
