Don't be hasty about with that. Sometimes they look dead but aren't. Hopefully you didn't soak in too warm or too deep water.
See if he responds at all if you touch him. If you can GENTLY get hold of one of his legs and try to move it does he resist and pull it back in or does it just flop loosely?
It is very sad but so often wild caught do get stressed or are not properly prepped before shipping to people. Of course it could he other factors. Like something happening during shipping etc.
I would keep in close contact with the seller and if indeed he is actually dead do not dispose of him until you contact the seller and see what kind of arrangements they are willing to make with you regarding replacement or refund.
Hopefully he is alive and will improve.