Sure, it's fine for them to eat, but it makes me wonder how much grass and bugs do they usually get? Do they have access to free range? Or are they confined in a dirt run? Because them eating dry hay makes me think dirt run, and that's the closest thing to grass they have access to, they would rather it be growing fresh.
My hens wouldn't eat it because they have pasture and bugs, but my mom's girls would because hers only have dirt run, and the little bit of grass I cut for them and bring in.
The manufacturers say the layer pellets have all the required nutrition they need, but I don't believe that. Mom's girls were scrawny and unhealthy before I started giving them big bags of weeds grass and bugs, and barely layed 3x/ week, Mine are fat and lay every single day like clockwork.
If yours are pastured, and they still eat the dry hay, it's just fine, it has some nutrition they want.