Well, five things to consider, two of which you mentioned.
1.) Prey items getting out.
2.) Gecko climbing on stuff to get out
3.) Gecko "hopping" out... If you haven't seen it they can bounce very far using their hind legs and tail
4.) Something else getting in: other pets like cats, or dangerous "prey" items like we have Asian Lady Beetles that occasionally can enter housing, or as reported here once other people messing with them. (It was a little brother I believe.)
5.) Lights. Some people rest the lights on the screen, others have them just above. For my thoughts, if the people below us turn their bass up any higher the light could shake loose and fall... I'd rather have it fall onto the mesh than directly onto my gecko.
I do know our local store owner keeps hers in large open areas because she loves to interact with them as they all try to climb out as she comes in the room, but has many precautions to prevent all of the above.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock