There was just a study done on seahorses at the Florida Aquarium Center for Conservancy on vibrations and stress and yes, vibrations from pumps do in fact cause long term stress in seahorses. The long term effect is still unknown, but it was clear that seahorses never truly get used to it. There are a few things you can do to dampen the sound, which fortunately most of us do to some extent. Sand bottoms help; as do wood stands. Having the pump external to the aquarium. Making a sound loop which helps bleed off vibrations helps as well.
That being said, the dark colors you're seeing probably have nothing to do with sound stress. Chances are they're either still settling in, or a darker color helps them match something in their surroundings they want to match.
As an anecdote, I just had a batch of 20+ erectus go from light grey, yellow, and green to most of them black when I added a black heater and a black internal filter. I did not remove any of their hitching posts, and they don't even hitch to the black equipment. But I guess they are seeing enough of it they prefer to be black. Another brood that is in the same tank but with a divider continues to be grey, white and yellow.