from wikipedia:
Quote:
“If left in the dark for a period of time, a goldfish will turn almost gray. Goldfish have pigment production in response to light, which is almost like our tanning in the sun. Fish have cells called chromatophores that produce pigments which reflects light, and gives colouration. The colour of a goldfish is determined by which pigments are in the cells, how many pigments molecules there are, and whether the pigment is grouped inside the cell or is spaced throughout the cytoplasm. So if a goldfish is kept in the dark it will appear lighter in the morning, and over a long period of time will lose its colour”
wiki says citation needed but that sounds like a plausible explanation
also goldfish were originally bred centuries ago from a genetic mutation of carp that had a nice orange-golden colour, so it could be like a tendency towards genetic reversion back to what it should be