How to trigger jenkins pipeline only on merge to develop branch from github webhook trigger?
You'll want to use the CHANGE_TARGET environment variable.  If that variable exists then you are dealing with a merge request. 

You can use the following code snipped to then determine the branch name and alter the job's logic depending on which branch the code is being merged into.

branchName = env.CHANGE_TARGET ? env.CHANGE_TARGET : env.BRANCH_NAME

In your code example you would replace  

        expression {
         return env.BRANCH_NAME != 'feature_cicd'
         echo env.BRANCH_NAME
        }


with   

        expression {
         branchName = env.CHANGE_TARGET ? env.CHANGE_TARGET : env.BRANCH_NAME
         return branchName != 'feature_cicd'
         echo branchName
        }