They look like they are just barely not fully feathered out (you can still see the tuff's of fluff on their heads). They probably still want a dim light at light, because they're used to it. I'd probably give it another week with the heat lamp and then give them a night light... But my full grown chickens have a nightlight...
I'm replying to my own comment because I have thought about it more and seen the other replies. If your chicks are used to 40⁰ or below, you're probably fine. If your chicks are used to something much warmer, they might need time to adjust. Sudden, drastic temp change is typically bad for chickens, and when they're small "drastic" can be like 15⁰, even when mostly feathered.
I don't know what you're day time high is like, or your general weather patterns. If it's windy, that matters. If it's wet, that matters. 40⁰ when still and dry is much different than 70% humidity or 20 mile an hour wind. (I live in a windy desert, my milage may vary from yours.)
My birds have a night light because I need to be in their coop after dark, and it's less stressful for them if I don't have a bright light while they're sleeping. As someone else said, change will make your birds complain. My birds hated me removing heat lamps, but got over it in about half an hour.
In the end, if *you're* worried about it, do what makes sense to *you*. I'm not the one whom will lose sleep worrying about of your chicks are cold. (I hope this was helpful and not too rambling)