That should never happen, unless the fish was shipped to you, then there can always be some percentage of shipping mortality.
When a fish dies within 24 hours of arrival, and it wasn't shipped, the reasons usually fall into one of three categories:
1) the transport (bag time) was too long for just air (not oxygen) to be used. Less than an hour is best. Another issue can be when you don't aerate during a long acclimation.
2) the salinity of your tank was substantially higher than the tank the fish came from. Even careful acclimation cannot adjust for a large salinity/specific gravity rise - we see this a lot. A dealer may hold their fish system at 1.020 and then your tank is 1.025. You cannot acclimate that far of a rise in one day, it needs to be done in stages over a few days.
3) the fish was sick when you bought it.
I would contact the dealer and ask them what they think.
Ive never lost a fish from acclimation.. I did however I fear just lose one today moments after adding him to the tank... He got too close to the business end of my Picasso trigger and lost his tail. I moved him immediately to my 32, but he's swimming erratically and looks like he may be a lost cause. Time will tell I guess.. fingers crossed
Only on fish I've had shipped in which I try to avoid these days.
The two places I buy fish from are pretty good about only selling healthy fish. They don't fully QT but as soon as they see a sick fish they move it to QT and have no qualms about not selling a whole systems worth if something is spreading quickly.
I spend 15-20 minutes watching a fish before I'll buy it. I want to see normal behavior, healthy size/coloration, and I have to see it eating. Being told it eats isn't good enough.
I can't recall ever losing one day one following these steps.
So I guess I jinxed myself yesterday... My gorgeous baby Blue Atlantic Tang that I picked up yesterday was dead in the tank this morning. I had my concerns about him when I got him TBH. He was a little thin but was swimming and looked generally healthy. I took him back to the store this morning and was given full credit for him. The gal who runs that store is a total sweetheart. I ended up bringing home a nice sized Naso Tang (about 2") and a nice 3 stripe damsel (about 1-1.5")
She is also going to order me another baby Atlantic Blue.. hopefully a little larger, but still baby size as I want to put him into my 32g for a while to grow him out.
I would say it depends on the acclimation process. If the water the fish came in was drastically different than your tank and it was not acclimated properly it can happen. Also some times the fish don't ship well. Could have had some bad weather swings during transport too.