I don't think that's indicative of something wrong with them. It sounds like they might be alerted by something. A chinchilla that stands up with its ears straight up is looking for a threat and may be hearing a noise or something it doesn't like. Their ears are much more sensitive than ours. I can understand at playtime it is a strange environment for them. If they are startled by something they'll freeze until they feel safe again or they'll try to hide. Perhaps you'll find a cause and perhaps you won't.