Probably not. I've been keeping them as well, and none have shown an inclination to get out of the tank.
One thing which is kind of amusing is that they like to "roost" up in the plants. When they first started doing this, I worried that they were trying to leave the aquarium, but they never did.
Its kind of neat, actually. They'll scramble up there, trying to find a perch, and sometimes miss their step and glide back down to the substrate, only to find another place to climb. Recently, I moved a bunch from one tank to another, and it took them a few days to discover new perches on the different plants in their new tank. They did, though, and soon I had a bunch of them, some in the Najas, some on the little platforms of the Cabomba, at different levels and areas, like strange birds in a tree. DH says they're like cats - they want to get up higher to have a good vantage of all the other action going on in the tank.
So, if you provide them something to climb on, don't get worried when they do, as long as they settle in and find their "perch". To me it seems that the big females are more inclined to find a spot they like and hang out there than the males, although I've seen the behavior in both genders.
-Jane