Certified GKH Gardening Expert
Sometimes they do. In this case of sparrows... They don't eat the flowers. They, simply, destroy them. It isn't really clear why they do so, as most other birds eat the blooms for nutrition.
They won't usually harm the plant, but you still may want to stop them. This article will help you to understand why most birds destroy blooms, and offer information on stopping this: https://www.gardeningknowhow.com/plant-problems/pests/animals/birds-eating-flowers.htm