I just did a water change and put a new rock in and changed my aquascape around. When I was done I noticed that 2 out of my 3 Convict Cichlids were light pink and their stripes were almost gone.
I turned 1 of my 2 lights out and now 2 out of 3 of them are back to really dark with really black stripes within about 15 minutes.

Is this a normal stress behavior or should I be concerned about them?

I am betting they were stressed as color change in cichlids is one of the signs. If you had said they had always been pale then that would be a different story as genetics and other things can impact that. However, since you said they actually changed color back and forth then I am betting it is due to stress. I have never raised convicts in particular, but I know it is a very common sign among the cichlids I have raised. I also did a quick look around the web and it seems to be a pretty common thing for convicts.

If the fish seem healthy and they are quickly gaining their color back, it is nothing to worry about. They probably just got stressed out from the change.

lol.........he does have a monster in his tank