I will just develop a bit the comment by Jason Starr. In these notes
http://math.stanford.edu/~conrad/papers/coarsespace.pdf
you can find the following theorem by Keel and Mori:
Let $S$ be a scheme and let $\mathcal{X}$ be an Artin stack that is locally of finite presentation over $S$ and has finite inertia stack $I_S(\mathcal{X})$. There exists a coarse moduli space $\pi:\mathcal{X}\rightarrow X$, such that:
- The structure map $X\rightarrow S$ is separated if $\mathcal{X}\rightarrow S$ is separated, and it is locally of finite type if $S$ is locally noetherian.
- The map $\pi$ is proper and quasi-finite.
Moreover, if $X^{'}\rightarrow X$ is a flat map of algebraic spaces then $\pi:\mathcal{X}^{'}:=\mathcal{X}\times_{X}X^{'}\rightarrow X^{'}$ is a coarse moduli space.
In you case the map $Spec(\overline{K})\rightarrow Spec(K)$ is flat. Therefore $\overline{M}_{g,n}^{K}\times_{Spec(K)}Spec(\overline{K})$ is a coarse moduli space for the stack $\overline{\mathcal{M}}_{g,n}^{\overline{K}}$. Since the coarse moduli space of $\overline{\mathcal{M}}_{g,n}^{\overline{K}}$ is unique up to a unique isomorphism you get $\overline{M}_{g,n}^{K}\times_{Spec(K)}Spec(\overline{K})\cong \overline{M}_{g,n}^{\overline{K}}$.