It's possible it's in the rock somewhere. If it did not make it through the acclimation process, it would typically turn into a white blob of goo and you won't always find remnants. They literally disintegrate.
For future reference, stars and other highly sensitive inverts should be drip acclimated over 4-6 hours. One is not enough time to properly adjust to the new water chemistry. You should also be sure it is not exsposed to air or handled with bare hands.