I would be very surprised if the cicadas caused anything more than some minor scarring on your trees' branches. Cicadas prefer larger, heavily foliated trees to mate on anyway.

But, if you are going to cover them, have you considered using lightweight frost blankets? They are readily available in sizes big enough to cover small trees and not too expensive...

Unless you use a frame to support the netting, the netting will damage and distort the tree more than the cicadas. This includes the light weight frost blanket. A tree can't grow properly when restricted like that.

A good covering over a frame is the black woven 30% polypropylene shade fabric. It doesn't snag on trees but needs support above the tree like anything else.