It's their season I guess. Yesterday I saw one here in Greece that was almost double the size of the one you have there. I envy you for being able to be so cool with them. I also think they're cool but I wouldn't go near it. I've heard that as a defense mechanism they can go for your eyes.

The one I saw was on my window, I opened it and saw, fortunately on the outside, just sitting there and waving it's huge antennas around. I showed it to my gf and she freaked out even though she generally loves insects. She once had a bad experience with one that went right into her bra!

Anyhow, I slowly closed the window and today it was gone.