Did you keep him around for awhile to make sure he was really dead? Not to be gross or anything, but they're really good at it. I got a group of pygmies shipped to me today, and I could have sworn one of them was dead. She just wasn't "dead colour". A friend picked her up and felt her vibrate a bit. If we didn't know anything about pygmies doing that, I would've tossed her, assuming she was gone.