Some time a new package will abscond. There is something they did not like. There are a couple of ways to keep this from happening. One is to put a queen excpluder on the bottom of the hive. Then the queen can not leave and the workers will not leave her behind. The other way is to put in a frame of open brood the bees will not leave the young behind. A new package will stay more often than they will leave but is does happen. I have seen it more often when bees are put into a freshly painted hive and the bees dont like the smell. I have also seen it for no reason at all. Sorry about your bees.
Marty
Marty