Stimuli-responsive macromolecules display large conformational changes during their dynamics, sometimes switching between states. Such a multi-stability is useful for the development of soft functional materials. Here, we introduce a mean-field dynamical density functional theory for a model of responsive colloids to study the nonequilibrium dynamics of a colloidal dispersion in time-dependent external fields, with a focus on the coupling of translational and conformational dynamics during their relaxation. Specifically, we consider soft Gaussian particles with a bimodal size distribution between two confining walls with time-dependent (switching-on and off) external gravitational and osmotic fields. We find a rich relaxation behavior of the systems in excellent agreement with particle-based Brownian dynamics computer simulations. In particular, we find time-asymmetric relaxations of integrated observables (wall pressures, mean size, and liquid center-of-mass) for activation/deactivation of external potentials, respectively, which are tunable by the ratio of translational and conformational diffusion time scales. Our work thus paves the way for studying the nonequilibrium relaxation dynamics of complex soft matter with multiple degrees of freedom and hierarchical relaxations.