It's not an impossibility that a male and female adult could both escape and actually breed, especially in warmer areas like Texas and Florida.
And I have had escapes before. I'll (very rarely) come across a free-roaming nymph, usually sluggish, dehydrated, and starving to death.
However, actual Infestation is highly unlikely. Dubia are NOT listed as one of the "pest" species of roach [out of the hundreds/thousands? of different roach species, only a few are listed as "pest" species].
The Dubia species is a very slow growing species (6 months from baby to adult). Unless your house is extra filthy with available food and moisture sources laying around in the open, any nymph escapee is most likely going to die long before reaching adulthood and being able to continue a breeding set.