I think I too have noticed this, just wasn’t quite sure because they also tend to leave baskets of berries out and about sometimes, especially if they have been harvested some distance away (or it seems that way, at any rate). I thought it might be related to this bug (the title no longer quite covers that one, may need to change it). However, I have indeed noticed it specifically for silkweed bundles, although I didn’t check back enough to make sure they didn’t pick them up later.