I didn't know. Pretty much all my clothes and bedding are made of cotton but I never noticed. They're not like moths, if they eat it it is very little.
Maybe they eat dust as well though and my house is pretty dusty so there's that :)
i don't know what the ones near you are like but 100% of the crane flies i've ever crossed paths with fly straight into my face like a moth to a flame. they're harmless but they're extremely annoying.