As far as my knowledge goes, the only negative thing that happens is that they become smaller (mature roaches). I try to add a fresh batch of roaches from a different source every year. Some of my females are 4cm+ and others barely make 3cm. I feed off the smaller ones.
Edit: I've heard people say that if your gene pool is really good, your males are able to fly short distances. I'd rather say they can influence their falling trajectory by using their wings, even slow down the rate of decent and in so doing increase the distance traveled. So a combination of falling and flying. "Flying" insists that they are able to take off at an upward angle and travel a distance, this I find hard to believe. But I will, once I see it