I believe that some of the bandits that are collected have decompression issues, and this leads to other problems and eventually death. Also, so many of the larger Bandit Angelfish that are collected just do not do well. I believe that the large breeding adults are so set in their ways(sponge/tunicate eating, etc.), that once collected they just cant adjust to captive diets and aquarium life. Couple this with the temperature issues and transportation stress that David mentioned and you are destined to fail.
But there are great collectors out there who seek out the smaller juveniles and young adults and take the time to properly decompress the fish and get them shipped out properly. These specimens tend to do quite well if kept in the proper environment (temp, feeding, lighting, etc.), and are very rewarding to keep.
-They are well worth the price.
~Michael