This is not unusual behaviour. Many types of copper and copper alloys change surface color when exposed to high temperatures. Their heat dissipation properties are not adversely affected. The left heatsink is more likely to change color because it has to deal with higher temperatures - the CPUs in these machines run hot and the CPU fan is smaller than the GPU one.
This is what occurs:
2Cu + O2 ---> 2CuO
Basically, an exothermic reaction that causes the copper to oxidize aka rust but more correctly known as Patina (after time) as this is not the same kind of corrosion that affects other metals. Don't worry about it, this reaction actually PROTECTS the underlying surface from further corrosion as opposed to what happens when metals such as iron rust. If you've seen the swampish/coral green stuff that builds on pewter or bronze, this is what that is - natural patina formed when the oxygen in air comes into contact with the metal - but these metals don't interact with water to "rust". (This is not entirely true, there are complex reactions happening to actually form the greenish patina, this stuff is just plain copper oxide.) However, the high temperatures accelerate the process and are what causes the darker color you see.
If you ARE worried, you can open it up and clean it one day, the oxidized layer usually comes off very easily.
