You have to consider the following. Unless you have wild caughts, and you don't with zebra danios, those fish were probably raised on a corporate farm in Asia, where quick growth and moving the fish to market were everything. Before you see this as bashing Asia, they didn't do this until the large pet chains in the US forced them to drive their prices down, or else. A race to the bottom was forced onto them.
They are bagged as crowded as can be to minimize shipping costs, and after possible delays, arrive at a US airport. They sit around, and go to a wholesaler. The dead are removed, and the survivors are repacked and shipped to a store. The whole process can take days.
I dealt with farms that would not say "fish". They only said "units".
The stores get what they get, and sell them. Bacterial diseases are a problem. As with food farming, overuse of antibiotics speeds growth, but it also leads to fragile fish when the antibiotics are gone and they meet pathogens on their own terms for the first time.
Some local stores get around the system and get very good fish, but the chains purchase centrally, and want to pay as little as possible.
I'll be a bit of a jerk here and say it. We then pull out our not very useful test kits and blame our own tanks for the death of the fish. We must have done something wrong, right?
For sure, we can easily kill fish in an uncycled tank. But I wish that fishkeeping forums would hit a middle ground, and look backwards. It was once considered basic to study photos and learn how to identify illnesses in fish. As a kid, I was taken to stores and shown how to spot diseases. I was taught if one fish looked off, I was not to buy any from the tank, or if it was a store with a central system, from the shop. Now, I would be told to pull out a test kit and read colour coding.
Sooo, rant done, I would wait 3-4 weeks and watch the fish for signs of disease. Then I'd try again. While waiting, I'd look for a good disease site and arm myself. It is easy to do, and pretty basic.