Because the new exoskeleton ( the external skeleton that looks like armor) is still soft and the wings are folded so don't look like wings at all, the insect is not completely formed and is very delicate.

Funny you should mention shrimp, a friend of mine from Thailand actually cooked a few of these and they actually taste like shrimp lol.

:D a cicada cooking post ... is coming soon ...

Trick is finding enough for a meal lol.