I have two theories of what it may be, the first is an attention thing.
Maybe they don't like you leaving the room, because they want your full
attention on them.
Even if they know that you are coming back, or that it's not scary being left in the room, they probably want you to come and play with them.
Maybe Marnie is a bit more content to play on her own than Chloe, and thats why she stops. But if your quaker's a bit of an attention seeker, it's quite normal for her to not stop calling for you until you get back.
Theory number 2: I also think it could just be a contact call. They know you are leaving the room, and they might not mind, but they want to make sure you are safe, so they frequently call to make sure you are okay.
In the wild, parrots are almost always with their flock, and are always keeping contact with each other. They tell each other if there's a predator, or if they see food, or just to keep themselves feeling safe amongst the constant chatter of the group.
Since you are their flock, they want to keep contact with you.
It's a very normal thing with parrots that are bonded to their owners.
My conure, Ziggy, never stops calling out to me if I ever leave the room, even when she's in her cage. Sometimes she will just call every couple of minutes, as if to say, "are you still here?"
It could be a bit tricky to stop it, but they may stop if you call back to them to reassure them, with maybe a whistle or their names.
Hope this helps!