The Dubia Roach is a live bearing roach species.
So why are one of my males laying a long egg case...

That is correct MALE.

That would be a Blaberus Discoidalis I believe.
Discoid roaches are not as easy to tell apart. Males have striped undersides, females are solid, females are larger, but both have wings.
I have written a basic article about the species I have kept, I will post it in this forum.