Did they have enough rugs on over the winter? Grass quality isn't as good in the winter so you might need to feed them extra feed.
This normally happens over winter as they have to keep warm and they might lack vits and minerals
Are they covered? Because they might be using their energy on keeping warm which is making them skinnier. Also, do they have plenty of hay to eat?
Mine have been the same this year despite having more grass this winter than any other! They are starting to get their weight back on now! I upped their concentrate food a bit, made sure they had plenty of haylage. If you haven't wormed them recently it may be worth doing as worms can cause weight loss
Check for worms! This could be a very big problem.