Yeah, the blue linkias have a reputation as not real hardy. I have had great success with my orange linkia and burgandy sea star though.
Here is some info on the blue though if you do not already have it:
Wish you the best of luck and keep us posted. Keep a close eye on it and if it does deteriorate I would encourage you to remove it early so as to not pollute your system. Stars are fun and there are some relatively easy to keep, but unfortunately this is not one of them.