how little mass the moths have

In the case of ultrasound it isn't always* the mass that's important but the dimensions of what's doing the reflecting. If the object (say, a hair) is so small that it is smaller than the wavelength of the sound, it won't reflect the sound back to the bat, so it is "invisible" to the bat. Another possibility is that the hairs scatter or absorb sound instead of reflecting it: think of the difference between a lake on a still day (reflects very well) and a choppy day (reflections go every which way and not all the light is reflected in the same direction).

* not to say that mass isn't important but that there are other important factors, too