Do you ever cut the plants back?

Do you mean the existing plumes get darker and darker each year or that the new plumes produced each season are a darker color than the year before.?

Old plumes will age darker if left on the plant. With weather and wind, they only keep their appearance for a season or so. Generally it is recommended that they be cut off annually so that new, fresh plumes can take their place. Think of them like the grass's 'flowers' -- once the seeds have ripened and disbursed, the 'flowers' have achieved their purpose and there is no need for them to remain. Just like you wouldn't leave an old rose flower on for multiple seasons, you don't really want to leave an OG plume on indefinitely either.

I have never heard of new plumes gradually becoming darker year after year - this is not the way OG's typically react. In much the same sort of analogy as above, it would be highly unusual for a flower to change color from one season to the next. Ditto the seedhead/plumes of ornamental grasses. These are kind of their defining feature!