What do you mean by "them"? Are you referring to the sewing needles, perhaps? :curious
EDIT: On reflection, you're probably referring to the costume material. Depending on the quality and type/composition of the "shiny fabric", and of course depending on the pH of your perspiration, yes, it is entirely possible that your sweaty palms are eating away at the "shiny".
Barring changing into a different person, or buying more "sweat-resistant" material, your best solution would be to wear cheap nitrile or vinyl gloves while sewing, and keeping your hands clean and dry at other times. (Not latex, too many people are allergic.) It will be uncomfortable for you, but you won't ruin the costumery. Life is a series of trade-offs.
