I'll admit the other morning waking up and seeing my dead cleaner shrimp was pretty gut wrenching considering it was the 6th animal I have lost in as many weeks and all were completely healthy.
It also doesn't help that we are talking about around $200 in livestock....
(shhh...don't tell my wife)
Sadly losses are a part of the hobby, sometime for no apparent reasons, four of my six losses are a complete mystery.
What is funny is I still have the first fish I bought when I got back into salt a little over a year ago along with some hermits. They were the very first things in the tank and even cycled it and they are still going strong.
A lot of what coralbandit says is spot on concerning the vagaries of the health of the animals we keep, especially ones that are still wild caught.