There were a few frags that didn't look so great when I was at my LFS the other day. I avoided those bits and picked the pulsing xenia that were relatively vibrant. As a rule if anything looks poorly, I avoid purchasing it. If its sick in their tanks, transporting it and placing it a tank with different water chemistry definitely won't help matters. I also won't purchase anything from a tank that has anything dead in it too.
There's not a lot you can do really. If its going to survive, its gonna do so by its own devices. Sorry I don't know what your setup is or how old your tank is or if you have other corals. Having your water tested may be an option, but if you have other corals then its most likely the trauma of being transported that may have put the final nail in the coffin. How did you acclimatize it? I picked up two frags this past week. The first one I put the bag in the sump and used a drip to mix the waters over about 3 hours. The second I only gave about 90 minutes and it definitely hasn't responded as well as the first.
The weather has cooled off lately, so if the temps in the store have been going above 30c, you can bet your bottom dollar that its been doing that for a while and has stressed the xenia out too much. Is there any guarantee with the corals at your LFS?
From what I've read of Xenia, they really don't transport well, although collection from your LFS is gonna be a hell of a lot better than overnight shipping, getting thrown around by the Royal Mail lol.