I keep them in freshwater and feed them marine flakes. I've kept them for 15 years now, because my first fish were seahorses and they were wild caught. You can convert, but it has a pretty high mortality rate with a lot of batches. I think it depends on the amount of abuse they receive before they get to you.
But I was super lucky, and for the first 10 years, I collected my own marine variety every week. I kept them in a 20 gallon tank with corner airline filters (carbon and filter floss) and a bag of rocks for biofiltration.
If you're getting them from the same source, it could be your source. They are actually pretty hardy.... to a certain point.
They really like oxygen. They can live very well in low oxygen conditions as they sometimes hang up in estuaries (and is why they can "pop" so well), but in tanks, they do much much better with lots of oxygen flow.