Diving Beetles and Mayflies: What's the Connection?

This video is of two separate diving beetles on two separate days, each attached somehow to a mayfly-form.   The second one turned loose of his mayfly and I snagged it out of the water: it was more like a shed skin than a dead fly with substance--not much there to feed a beetle.   

What are the beetles doing with these mayflies and why do the beetles seem so unintentional?  They seem to be more drifting than directional. 

They seemed so passive I wasn't sure who had ahold of whom! 
McDowell Creek, Geary Co., Kansas, June 2020.

I hope someone can help me understand this scenario!

--Margy Stewart
Bird Runner Wildlife Refuge