Aww, I'm sorry for the loss. With chicks there is always the chance of something happening, especially in their first few days. Even more for lil' newborn babes sent some distance in the mail. It's more amazing that any of them survive at all!
Be sure to contact the hatchery and let them know of the loss. They can at least credit your account, or refund you for the cost of the chick. I know it doesn't replace it, but at least you've gotten something back.
You noticed that the chick was smaller & weaker than the rest. There could be a number of causes for its demise, but bottom line, it probably didn't have the "right stuff" for survival. It sounds like you're doing everything you can to give your chicks optimal conditions for survival. After that, it's up to the individual chicks and their genetic composition.
Hopefully, as they grow & strengthen there shouldn't be more of these surprise losses. Keep up the good care, & keep us posted as to their progress.