They are just that way. And they are called Katydids. I get a couple a year that seem to want to go for rides on my car, to or from work. Sometimes they make the trip, and that's when I find them. Best a wasp has ever done was about a mile. Flies only ride in the car. And then won't fly away when you roll the window down.
I wish we hadn't run over so many living things on our road trip...