Try to discourage the mantid from laying her egg case on those zinnia stems, though that does seem an unlikely place since the egg mass is fairly large. Anyway, removal and disposal of powdery mildew infested plants is an important part of IPM techniques for the control of that disease.

I have completely different sentiments about Praying Mantids! Though I never kill them, they are escorted off my property to my neighbor's veggie garden the second I spot one! Zinnias attract too many butterflies and other pollinators (in my gardens) for me to allow a great opportunistic predator like that to hang around, lol. I've seen too many piles of butterfly wings at the base of plants!