Rummy Nose Tetra Loses Colour After Cleaning?

Rummy noses do lose their red noses when stressed. Water changes can be stressful for fish (though not doing them is more stressful in the long term) so as long as their noses do get red again, I wouldn't worry too much. Maybe be as 'gentle' as you can when doing a water change so they don't get quite as stressed?

I've recently read that most fish in the wild stay close to the river bank and they can feel stressed without a background as it makes them feel exposed. You say you've only just added the background - perhaps they've now found their river bank and are just doing what comes naturally.