The problem with a lot of fish in the hobby is that by the time that you buy them they are already starving and won't eat.
Do you know how long the LFS has had the creature?
You can try a variety of foods to try to coax him to eat. We just got a Signal Goby and he was sifting in the LFS but stopped when we got home, but started right back up when we dropped chopped up mysis around him. That got him going and after about 3 days he was sifting normally again.