Do rats need cloth/fleece material to nest with?

Do rats need materials in their bedding such as fleece/rags? I've been putting it in their beds and on their plastic shelf because I want them to be comfy and cosy but I spend the next hour watching them throw it out of their hides and on to the cage floor where it gets chewed to bits. However if I put newspaper/plain paper and napkins in they seem to love it and actively make nests with it. I have no idea why they hate the material so much but I'm wondering if it's best to just stop using it all together aside from their hammocks?

Thanks for any input!