Don't beat yourself up about it. Whenever I told my LFS I had a dwarf lionfish they asked me how long(3 months), then congradulated me on being able to keep it alive that long, saying most live less than a month. I have heard this from more than one of my LFS.
I ordered a Radiatta Lionfish that I fell in love with but it died at the LFS 2 days after it arrived, before I was able to pick it up(thankfully... saved me $40). If they can't even keep it alive then I doubt I can (well, that depends on which LFS, lol). I will likely try one again someday when my Black Volitan outgrows my 75.
Anyway, if you really liked the fish try another one again sometime, be sure to quarantine it so it doesn't disease your tank if it's sick and maybe order it online from a site that has a 14 day guarantee incase it doens't make it.