Hi, 

It isn't showing conclusive signs of aster yellows, but perhaps  Eriophyid mite damaged which is also common and often confused with aster yellow symptoms. It could also be a larva in the flower head that is a native pest of Echinacea, sunflowers, and Rudbeckia species called Sunflower Moth. We would not recommend treating these though. If you carefully pry open the flower head or cut it open, you may find the caterpillar in there, or there could be boring holes somewhere along the flower head.

Here is some further information on the Eriophyid Mite versus aster yellows disease. 

You can either let them be or clip off the flower heads, but they shouldn't be overly problematic to your coneflowers. 

Emily