I am quite surprised that the Oscars are doing this, they small babies? I've never had the Oscars that do this, they've always been absolutely mad for it and always something around and never hiding. Anyway, no, leave the rock in there, you'll only stress them out if they haven't got somewhere to hide if they are scared. Sometimes you just have to give them time to adjust to their new environment, lots of people will tell you this. Always check your water conditions, ammonia, nitrite, nitrate and pH. If the water is wrong, fish could sometimes act this way.