I'm not sure why they wouldn't unless they are eating other food/other macroalgae. Do you have other macroalgae in the tank with them?
Another thing you might want to try... and this is just from my own experience... is avoiding the clip. I picked this up from working at a marine aquarium store:
take your algae and lay it out flat
squirt your Zoe or Zoecon or Garlic guard (whatever you use) onto your algae
spread the liquid over the algae with your fingers
quickly fold the algae into a square about 1"x1"
take the ragged end of the square and roll it into a tube of algae
grab a rock fragment from in the tank and, using a rubber band, attach the algae to the rock
put the whole thing back into the tank and let it sink to the bottom, algae facing up
I'm not sure if it's the position of the algae or if it's because that's how most tank-raised herbivores are used to getting it, but it tends to work a lot better and keeps a lot less of the algae from breaking up and drifting around the tank. I know the tangs at the LFS
I work at go nuts every time I throw in a new rock with it... and they tear at it for days until the algae is all gone.
Of course, every once in a while someone bites off the elastic and the algae goes everywhere. But such is life.