Maybe it wanted a warmer lightbulb. If it died under the lamp it might have been trying to get warm. 25 watts doesn't seem like it would put off enough heat. Try 125 next time. The chicks at the feed store last year didn't have the lightbulbs close enough and were cheeping-noisy as heck, so I fiddled with them so that they were lower and they immediately quieted and went to sleep. I keep my brooder box at 95 degrees and have had great luck. I always leave a thermometer in the bottom of the brooder box overnight before I put my chicks in it and make sure it's at between 95 and 100 degrees F directly under the lamp (or 37 to 37.5 celsius). If you pick up a young chick and its body feels cool to the touch instead of warm-something is wrong. Cold feet in a young chick is a bad sign. I'm sorry for your loss. It may have also been something completely not related that you couldn't control either.