There is no reason for WANTING to leave... but they do. I've used filter socks and collected TONS. Otherwise, when needed for my seahorses, I transfer them by way of moving their "Condo" from one tank to the other. I use different "media" for different "pods".
Gammarus Amphipods
tend to gather in these rubble filled tupperware containers:
The smaller, Munnid Isopods
They like to be tucked away in LR or in these pad/media condo's.
I simply remove them from my cultures or refugium, and place them in my tank as needed. In some cases, a little encouragement is needed (shake the bejeeezus out of them) otherwise, for the seahorses, they like to hitch to the condos and snipe the bugs as they make themselves available.
Also, keep in mind, you really don't WANT the larger bugs to get into the display. If your display is fed by pump, the larger ones (statistically) stand a greater chance of getting snuffed by impellor sheer. Plus, you want them to stay behind as "breeding stock". It is the smaller, larval buggies that you want to make their way through, to help colonize your display.
Dave