Fleece needs to be absorbent, so you can't use any fabric softener or most detergents (most contain some fabric softener in them) on them. Instead of laundry detergent use vinegar to wash with, about 1 cup per load. Fabric softener leaves a film on the fabric preventing things from soaking in, so the pee will bead up I use basically 3 layers thick since my two don't want to be litter trained, pillow case style with a fleece "pee pad" (two pieces sewn up like a unstuffed pillow).
If you are doing all that already, one other possibility is that your girls just like sitting in their pee, gross I know but some chins do that. The main benefit with fleece really comes into play if your chins are litter trained. You can't just throw a litter box of shavings in and expect them to know what to do. If you look up litter training you should get some suggestions on how to do it. Keep in mind though that it does take time and some chins just don't get it or don't want to. Also some, even after knowing to pee in the box, will decide they don't want to anymore.
Even though mine aren't litter trained I don't find fleece that big of an issue, I like the designs, and the fact that cleaning the cage just means vacuuming and pulling the fleece out to wash it. If your chins aren't litter trained you do need to change the fleece more often though or it will stink. Fleece is also a one time cost, you just wash and replace, so no more buying litter, or less of it if you use a litter pan.
