That is their normal response to water parameter changes. Remember, they are essentially big sacks of water. When you do a PWC, and don't match the water parameters exactly it has to expel much of the water that it is using to inflate itself and reinflate with new water. This is a somewhat stressful thing. Though not nearly as stressful as being in bad water. They do the same thing periodically to flush their own waste out.
When you have an anemone in you tank it is best to match temp, salinity, pH, everything when doing water changes. Also, you should try to make sure that your top-up water enters the system as far away as possible so that it is thoroughly mixed into the saltwater before it gets to the anemone. This isn't a problem with most fish. In fact I have had many, many saltwater fish that would swim right into the stream of freshwater any time I was adding top-up water.
