Firstly (as far as I am aware), mantes (you can use both forms, I checked for once) have never developed any method of written communication, so the passing of knowledge between generations must be fairly limited.
In addition their brains can’t be very big, so I’m doubtful of their awareness of any wider world outside of their own existence, ergo they would be blissfully unaware of the essential futility of it all and would never have had the need to develop deity figures with which to give their lives purpose.
I think they probably just get on with it…
Secondly, if there was a Mantis God, I’m not sure why he or she would expect to be prayed to in a similar fashion to that used by many of the human religions. The putting together of your hands doesn’t really make sense for a species which doesn’t have hands.
I think it might just be a quirk of evolution that mantises have developed a pair of forelimbs that look vaguely like they may be held together in prayer. It’s even possible that they are like that just so that they can reach their mouths to eat their prey?
Thirdly, if they are praying then they are doing it pretty much all of the time, which makes them either really optimistic or really pessimistic… or makes the Mantis God a real nasty piece of work (a bit like the Old Testament Christian God).
Mind you having said that, if my formative years were spent in constant fear of being cannibalised by my siblings… and then if I actually managed to reach maturity there was even a slim chance that my head would be bitten off during sex, perhaps I wouldn’t be the happy-go-lucky creature I am today.
…or perhaps they are just shy and looking for that perfect partner to bring them out of their shell (without decapitating them)?
Or maybe these two are still praying but go to a Mantis Gospel Church?
Whatever, the world is a truly fascinating place.