There is no set recommendation on frequency or percentage for water changes. Each system is different based on many factors, including numbers of seahorses relative to volume, amount of food added, general husbandry, and, even water temperature.
As a 25g set up is a little under the recommended minimum (30g/pair) you will want to be doing more than normal water changes/volume as well as more intense husbandry to keep the bacteria at bay. Adding a large sump will help alleviate this.
Basically, there are NO TEST KITS available to the hobbyist to tell you when the water quality is deteriorating to the point bacteria are expanding to the point of being problematic. Because of this, we do much more frequent and larger water changes than one would do for a reef tank, but also paying a LOT more attention to removal of uneaten foods and detritus from the system BEFORE they decompose sufficiently to provide food and bedding for nasty bacteria like the vibrio species and others.
Something to keep in mind when selecting your set up is to choose methods that will be the EASIEST to clean.
For instance, I found out many years ago that it was best for me to remove my canister filter from the system because I would occasionally get lazy and skip a clean-out here and there to the point the water quality gradually degraded and I had bacteria problems on the seahorses.
IMO, it is very unwise to let the clean-out of mechanical filters go more than 7 days, fewer being better, and in my case the PITA to clean canister was a big irritant that I replaced with powerheads with quick filter attachments that are really easy to clean, and, filter socks which again are easy to clean.
Probably the best addition to the system is a hugely oversized protein skimmer which removes the dissolved organics.
I also found that choice of live rock and decor placement, along with water movement to keep crap in suspension long enough to be captured by filters, helps water quality immensely.
There are a lot of different ways to accomplish the needs of seahorses and I'm sure many others will chime in with their thoughts.