I'm guessing that it evolved the fence to prevent crawling predators from feasting on the cocoon while the bug is pupating. That said, its a really interesting example.

The next time the guy is out in the jungle and sees one the thing to do is to take it home, put it in a jar, and wait to see what pops out. I learned about mosquito eggs that way, as a youth I thought they were tadpole eggs, put them in my jar and waited for frogs. Instead I got mosquito larvae and then a jar of dead mosquitos (I didn't take the top off once I recognized the larval form.)