They take away the semi-circles of leaf to use in their nests. Unless they take a lot of leaf it won't hurt the plant much - a lot of leaf missing would mean the leaves can't photosynthesize as much which could reduce growth. One suggestion I've seen if they start taking too much (I've never had them myself) is to cover the row with Remay or something similar that prevents them from accessing the plants for the period of time they're active.
