An interesting observation - I'd not noticed this before. They usually seem to play the camouflage game and wobble side to side like a dead leaf. They are said to emit nasty smells if handled (like stink bugs) but are known to be highly edible to birds, so it must be a last resort attempt to con predators that they're nasty to eat. They make quite a buzz when they fly as well, which may add to the startle factor! I was startled when one flew past my ear recently, anyway! Sounded like a big beetle..

We were able to repeat this apparent warning behaviour. I handled one a few days ago without any stinks, so perhaps you need to tumble them about a bit to make them get smelly.

I'll experiment gently next time I find one!