Hi,
It sounds like they like where you moved them! If it is a smaller room, maybe cozy and warmer, this can trigger hormonal behavior. Usually moving the cage to another place can discourage nesting, so this is why I say they must prefer where they are. Remove any eggs and do not give them anything they can get inside of – no bird huts, tents, boxes, nests, coconuts, etc. When you handle them, avoid snuggling or petting them on the body. Try moving the cage again, even if they have to stay in the same room for now.
Thank you for asking Lafeber,
Brenda