Mine did the exact same thing yesterday, I read up as I thought they gave birth to live young, from what I read the egg sac is sometimes pushed out and drawn back in and the babies will hatch inside her then emerge , sometimes they drop the egg sac completely due to stress or incorrect conditions, I read that these don't or seldom hatch, so need to find out why mine Is possibly not right, mine extended it then drew it back, she did not drop it, I am totally happy to be corrected on this as this is just what I read and I know there's some serious roach keepers out there who no doubt will help and correct.