I usually harvest most of them green, then toward the end of the season let them get ripe. Some years when I have more planted, I designate one plant of each color to let ripen, and pick the rest green. I like some of the purple ones too, they start out purple and turn red when ripe.
Cybrczch that is so strange your plants are doing that. Are you having weird weather? Too hot, Too wet? Too cold? I've never had that happen.