Some definitely do change color, but just going from a darker to a lighter shade, and vice versa, could be a sign of stress. Does the female ever have horizontal stress stripes? Does she ever have vertical stripes? Horizontal stripes would mean she is stressed, vertical mean's they're happy, in the simplest way of explaining it.
What are your water perameters? What size bowls/tanks are they in? Are you using tap or bottled water? Do you condition your water? Do you use aquarium salt? How often do they get water changes? Do you do partial or 100% water changes?
If you can answer some of these questions, we might be able to help you more.
But yes, bettas can change color.