They don't come to Massachusetts, thankfully. From what I've seen on news reports, though, they can make pets sick. It's not that the cicadas themselves are harmful, it's just that there are so darned many of them that, like a kid given free reign in a candy store, pets can just keep eating and eating and eating them until they make themselves sick. All that crunchy chewy goodness ...

and their digestive systems just aren't meant to handle that much insect matter at once!