It's actually hard, at least where I live, to capture a live cicada because they are up in trees. More likely the person made a joke using a dead one that fell down. In the fall I actually have to sweep them up I have so many to avoid a driveway of dead bugs. You can't really tell in a picture of they are alive or dead.

But to your point, yes, torturing live creatures wouldn't be funny but I doubt that happened here.