Hedgies can get mites from various places however it would be extremely extraordinary for mites to survive in cloth. Most textiles are treated for insects and since fleece and polyester fabrics are not edible it would be darn near impossible for your hedgie to become infested from fabric. Wood shavings however are not recycled like liners so you are constantly filling the cage with new substrate which could harbor mites. Liners however are recycled every time you wash them and re-use them. And if washed in hot water or with bleach the chance of liners harboring mites is extremely low.
Wood shavings can harbor mites, but fabric does not.
If your hedgehog comes into contact with another animal that has mites, they can still get it. regardless of the bedding they are on. No bedding can actually prevent mites, but fabric liners greatly reduce the chances of mites compared to wood shavings.
Every time you open a new bag of wood shavings there is a chance of there being mites in it. There have been quite a number of people who have brought mites into their animals environment this way, i have had this happen via the substrate i kept my mealworms in. ( i think Kalandra has also had this happen with wood bedding )
It is thought that hedgehogs always harbour mites but their immune system keeps them inactive. Stress, illness or anything that weakens the immune system can bring on a mite bloom. Being on liners the risk of bringing in mites is ZERO but there is a very remote chance that he could have a mite bloom if he gets sick or stressed. I've never had it happen.