how long did you leave the fry with them before removing it? i removed the fry from my convict pair shortly after it became free swimming - which caused a similar problem to what you are experiencing. have they had many spawns before? i find if you leave the fry with them longer, or only take half it stops them from being like this - depressed. Cichlids are very intelligent and are suceptable to depression. i noticed mine began to perk up after a couple of days, just provide them with clean water and keep trying them with food, otherwise they can obtain other diseases etc. i also found with my pair, by adding a few dithers, i used black neon tetras, it took their minds of it and they were themselves again in no time.
Hope this helps.
Hope this helps.