I had a blue linkia that died and took my sandsifting star with it (the sandsifter had been in the tank for 6 months and died within a week of adding the linkia, which died 3-5 days after going in). I have read that linkias can carry a bacteria that will eat them up if they are not in tip top shape and fight it off. Udually poor acclimation harms them and lets the bacteria disolve them within a few days of the shock.
Linkias should hide from light and always remain attached to a surface, never exposing their underside. If they are not seeking shelter from light at the shop, or they are partially detached from glass or decor, then they are probably dying.
Acclimation should be at least one hour per point of SG difference....SG is the facter they are most sensitive to. A total of a four hour acclimation should be good and I would do at least that even if SG matches that of the water it came in.
Despite selecting very healthy looking specimins and acclimating VERY slowly into a tank with perfect perameters, both blue linkias I bought disintegrated within a week of adding them.
But one day I notices what I later identified as a grey linkia at my LFS. It looks just like a blue linkia, but is more of a blue-grey-green color. It hitched in on a coral shipment and was about the size of the palm of my hand. My LFS let me have it for free, since he thought it was a worthless hitching star. It is doing great eating algae and detritus off the rocks and comes out to forage when the actinics are lighting the tank late at night. Great addition if you can get it to survive the first couple of weeks in your tank.