I am not very familiar with leopard frogs, but I do know that frogs naturally like to hide because it reduces stress for them and helps them feel protected from predators. Also, they are probably just getting used to their new environment. A recommendation I would have is that you add some artificial plants to give the frogs more cover. If you add plants, it would be a good idea to put some fake ones in the water too because leopard frogs love to swim. I found a good website on keeping these pets:
Leopard Frog Care Sheet - Care, Diet, Housing Enclosures, Sexing, Lighting, Temperatures, Vitamin and Calcium Supplements. This care sheet does state that leopard frogs do burrow sometimes, so there's really nothing to worry about.

Hope this helps!
Sanimal