I know they say drip acclimation, but that is not always best. test the PH when you open the bag. Often the ph is very low from shipping. And just opening the bag lets in oxygen that causes the ph of the small water volume to rise suddenly. It's best to be ready with plenty of low ph water. Match ph and temp quickly. Then transfer the fish to the large volume of water and slowly raise the ph to your tank levels.
But this is a easily spooked fish. Could just have been the stress of shipping.