There could be tons of reasons why it died. Some of it may be:
1.) You got a bad fish. There are plenty of fish caught in bad conditions using bad methods, kept in inadequate housing, shipped poorly, and kept in a LFS
2.) Aggression in your tank. Your tank seems rather overcrowded with some aggressive fish in comparison to gobies. It could have gotten stressed due to the fact that you said the others were picking on him.
3.) Poor water quality. By the fact that you said since your last goby died your tank got awful, there's a problem. If water conditions are kept up and there is a healthy tank, you shouldn't NEED a goby. My assumption is you are having problems with nitrates due to overcrowding and possibly overfeeding. If you are using tap water, that's another easy source of nitrates.
4.) Illness. Fish stores have sometimes hundreds of fish revolving through their stores every week, all sitting in the same water. Even in a very well-kept LFS
, you're going to see disease.
5.) Poor acclimation.
My best guess is a mix of #2 and #3, but the 3rd is primarily caused by the 2nd. But again, without more information it could be 1 of tons of other reasons.