I've found that pet owners that use flea medicines can transfer that to the caterpillars or the food. You have to wash your hands thoroughly.
If it is not that, there is a possibility that your milkweed is stressed. When that happens it can build up more toxins. I had some caterpillars leaking green earlier in the season. And a few pupae turned brown. I discarded and/or separated them from any other caterpillars.
Herndon, VA (USA)
Take care of the small things....