I've noticed various little critters in my open seedling trays and have not had any adverse effects.
Probably nothing to be too concerned about if they're not attacking your plants, in terms of treatment if they are causing trouble I would probably lean towards something a little more natural and less harsh.
Haven't needed to thus far but maybe a mild mix of water, dish detergent and chilli powder should do the trick that's what I use on my other plants unsure if this would be ok for cacti seedlings though.