The ones that seal up nice and tight, tight to the RV walls and also the opening under of the RV, are not trivial to put up, though if you do it regularly you "get the hang of it" and it goes along fairly smooothly. I'v ehelped a friend put his up and it was a real comedy the first time but he got better once he developed a procedure.
But I'll still bet the cats find a way through it somewhere if they are really inclined to do so. Are they mostly "indoor" cats and more or less contented that way? If so, they might just lay and look out through the screens. But if they are pushing to get out of the RV, they will probably continuie to push to get out of the screen room. We walk our cat on a leash when he has the urge to see the countryside, but he is mostly content to stay in the coach and look out the windows. Doesn't try to sneak out the door when it opens, for example.