No. When many types of cicadas first emerge from their nymphal skin they are white in color. Gradually, their bodies become a darker color. Some take longer than others to change. Some die before the change can occur, and their corpses remain white.
This is a photo of a teneral (soft) Magicicada:
Its skin will eventually turn black and orange.
The are some cicadas, like the Tibicen pruinosus fulvus Beamer, 1924, that retain their lighter, teneral colors, but they are not albinos. Note: fulvus means yellow.