Is there something wrong with my koi?

It's a natural occurance, and I don't think that there is any way to change it. A lot of koi tend to change colors as the age. And koi can get very large, some of ours are almost 14 inches. Maybe more. And it IS NATURAL for a koi to lose it's scales and change color. There is nothing wrong with it. It just depends on how they were bred, and what color they are.