the reason why some people prefer hay racks is that it keeps the hay off of the floor. like you mentioned, your piggies like to lay on it, run around on it, and im guessing they also like to go to the bathroom on it.
the piggies should be fine if the hay on the floor is changed every day or so, or the hay may get moldy and covered with bacteria if left in the cage too long. you can try putting hay on the floor and in a hay rack. maybe your piggies will only eat the hay out of the rack instead of on the floor... but i doubt it.
just a thought.