Myth: Mantises eat insect pests so they should be used for biological control purposes.
Truth: Since the late 1800’s, many reports and observations have circulated around the agricultural community concerning mantises feeding upon noxious insects. Even though reports from the same time period indicate the indiscriminate feeding of mantises upon nearly all insects that they encounter, they have traditionally been regarded as providing more benefit than harm. Mantises are generalist/opportunistic predators. As such, they will attack and eat nearly any creature within an appropriate size differential, including beneficial insects and other mantises. The relevant size differential in conjunction with their attraction to movement of potential prey items allows mantises to favor pollinators such as bees and butterflies over smaller, less mobile pests like aphids or scale insects. As adults, the larger invasive species will navigate toward and rest upon late season flowers where pollinator density is the highest, thereby almost exclusively feeding upon the likes of bees. Many lifecycles of pest species do not intersect with mantis development, as the larval form of the targeted pest may be too large when the mantis is immature or too small when the mantis is an adult. Further, many pest species may be too indiscreet for mantises to notice them, e.g. insects that live within the substrate or inside plant material. Thus, utilizing mantises for biological control is not only entirely ineffective but actually causes harm to pollinators and, when the species used are invasive, the practice is detrimental to the native mantis population.

Moved from ID Request.

Podagrion wasps are not considered to be beneficial in the same way that mantids are (mantids help keep insects like caterpillars and aphids from feeding on the fruits or vegetables you may be growing in your garden), but they have an important role to play in that they help maintain population levels of mantids (i.e. they help keep them from over-producing).

It's rare that a mantid ootheca you purchased from a supplier would be parasitized by these wasps, but it does happen occasionally. I would suggest releasing the wasps since they will not harm any of your produce, and, perhaps, try to get a refund or replacement case from the supplier.

See reference here.