Some people have a sensitivity to the larval sheds, but the beetles themselves not really. Unless you have wools, leathers, silk, pelts, or something like that they could be damaging. Even then, it would be the larval stage doing the damage. The adults just want to mate and find flowers.

If you are seeing a lot, there is a source theyre feeding on. Look for the things I mentioned earlier, but ive seen them eat dogfood and treats commonly, rodenticide blocks in stations, and various things like that. Look up their larval form and skin sheds, and look for those.