Assuming there are females in the tank and depending on the species, it might be a sign that the males think the females are ready to breed considering both are building nests. Equaly, however, they could be doing it for the sake of it - male gouramies will often blow nests, even without females around, when they are in breeding condition. It's probably something left over from the wild as they'd need to always be ready for females in the wild where they wouldn't live in such proximity. You hear about male bettas doing this all the time (bettas are gouramies as well).