Also, FYI, they aren't "hatching" - they're just emerging from underground. The eggs of the periodical cicadas emerging now hatched 17 years ago, and the nymphs have been feeding on roots underground since then. When a nymph becomes an adult, it comes above ground and molts its exoskeleton (not for the first time, as there have been several molts during the nymph phase too). Those are the crunchy shells you find.
A caterpillar hatches from an egg; a butterfly doesn't hatch from a cocoon. Same idea here.