I never heard of treating a cedar roof with anything, cedar roof have been around for a long time, never did they treat them years ago, nor should it need to be done now. Cedar is naturally resistant to rot, with a decent pitch (7/12 or greater) they shouldn't hold much moisture. I'm not saying that it can't be treated, I've just never heard of it! If they used a product like Thompsons water seal in a sprayer, it would take no time at all to apply, and it depends on how dry the shingles were as to wether or not you would feel a residue. Wish you the best. Next time try to check into your endevors before you have them carried out, this way you will have no questions after the fact.