Roaches DO chase people! My husband laughs at this theory, but now I have your question to back me up.
In the crummy dump of an apartment that we lived in long, long ago, whenever my husband would open the window at night, a roach would fly in. I would usually be sitting in the living room, and the roach would fly STRAIGHT AT ME!
It did not merely fly to the highest point, because I was sitting.
It never flew to my husband, who is not scared of them, but to me, who is scared spitless of them.
I am convinced that roaches sense fear and disgust, and they are strongly attracted to it.
The answerer who said that roaches never fly to him is probably not SCARED of roaches -- that's why they don't fly to him.
See? They really do chase some people and not others!