Looks like it probably got stressed by the move and expelled its organs - if the organs came out in the new tank, I'd strongly recommend running some carbon and doing a decent-sized water change just to be safe (the organs are typically toxic when expelled by sea cucumbers - sometimes they cause issues in our tanks, sometimes they don't).
That said, assuming that it's still alive, with good water quality, reduced stress, and good feeding, it should recover (and regenerate its organs) over the next few weeks.