Possibly, but most of the Saturniid moths aren't aerial acrobats to begin with. None of them can fly with enough precision to really evade predators. One of the best behavioural defenses for flying insects (found so far) seems to be the Mantis' ability to take an immediate dive toward the ground upon detection of a bat.

edit: I should add that there actually are other well adapted behavioural defenses, such as this: Hawkmoths produce anti-sonar http://rsbl.royalsocietypublishing.org/content/9/4/20130161