2 things come to mind.
If the frag was in the least bit of decline before you acquired it the change in water parameters between your system and theirs is finishing it off.
There is some chemistry in your tank that it does not like and could not handle the change (again, adjustment issue).
IMO/E sometimes corals just die. No (known) reason, water chemistry issues beyond our testing abilities. We could be doing everything "right" and they still die. Going from system to system is a huge adjustment for corals and some just dont make the trip.