Female cochineal scales are sedentary to say the least. Having no legs and no wings they live out their lives in a cluster of cochineals each with their beaklike mouthpart stuck firmly into the flesh of the host prickly pear. I can’t see they’ve hurt my plant any, but the Master Gardeners suggest blasting the prickly pear with a hose if you feel you must remove the scales. I sort of like the frosted look and had fun making my painting, squishing the bugs and their wax on paper with a toothpick.
The males of the species do grow wings in late summer and fly out from the colony to mate, looking like clouds of pink and white gnats. The males give up eating after growing their wings, and after mating they die. The eggs hatch into spry six-legged nymphs called crawlers. The crawlers make their way to fresh territory on the cactus and set up a new colony, or some move to the edge of the pad where they secrete waxy tendrils to catch the breeze and float to a new plant. Given the high percentage of colonies on the edges of the pads of my prickly pear, the nymphs must often fall prey to their biological clocks, as becoming mature means molting their legs. At that point, if you are a cochineal scale bug, especially a female, your options are limited.
Sources: 50 Common Insects of the Southwest by Carl Olson
A Natural History of the Sonoran Desert edited by Steven J. Phillips and Patricia Wentworth Comus