Which LFS did you get the Corydoras from? I suspect they may have treated one of their tanks with aquarium salt which is not compatible with Cory's. I've had a shoal of Corydoras in one particular tank for about 5 years and I've never experienced gill issues, and ironically, I've never used salt in that aquarium.
Your cory more than likely had a fin issue as these are more easily damaged due to the unpredictable and imprecise way in which they swim (they often bump into sharp / pointy objects etc).
Lastly, I agree with OP when he/she says "I should check the fish thoroughly" before buying. As corydoras can easily damage themselves and because they are often very small when they are imported into stores, you need to keep your eyes peeled for any damage or disease.
Hey Mark,
Think you might have the wrong impression about Corys there.
I am keeping about 150 of there fellows, and none of them swim imprecise or bump into objects.
You must have "the blind Corys from Alabama" then, cause mine swim precise as a razorblade and never bump into something.
Without joking : Those fish are very clever/smart fish that don't damage itself very often / easy / more than others.
Only in stress-situation they can (as all fish). They have very sensitive barbels, sideline-organs aso
Cheers Aad