The most obvious reason might be that you've got females.
The next thing to consider is that they're still too new and not feeling safe or secure enough yet.
Molting, which is happening at this time of year, could also contribute to the tendency to be quieter.
Certainly I'd be sure to have a health check first and foremost. There may be any number of physical reasons for this as well and it's worth having them checked out before it progresses.
http://www.prettybirds.net/Canaries.htm
Many have forgotten this truth, but you must not forget it.
You remain responsible, forever, for what you have tamed.