I use machingers too and they also get grubby looking. I pre-wash all my fabric. However, like blue jeans for one, I don't think pre-washing gets all the loose dye out of all of the fabrics so gets transferred to the gloves while working with them. Additionally, depending on the size of the project, you could be several months from start to finish and as a result the quilt is going to pick up dust. Then there are the marking tools you use, pens, chalk etc. Again, I'm sure a certain amount of that gets picked up by the gloves. They are rubberized, so there is friction when you handle the fabric. If there is anything to rub off, they are going to get it. I don't worry about it. The only thing I touch with my gloves are quilts, so I'm pretty confident they aren't transferring anything to the quilts I work on. I wash my quilt when it's done. Check this out....
http://rhondabracey.com/?s=Machingers