One measure/precaution to take in order to determine if the lighting is the problem is to start them at the very bottom of the tank (or further from the light source), or even a slightly shaded area to prevent any sort of light shock. It also depends on what kind of lighting they were kept under at the LFS, or where ever you received them from.
For the most part mushrooms are extremely hardy little corals. They are capable of adjusting their morphology to a range of lighting situations, providing it has time to adjust if the change is major. I would also check your water parameters as well to see if anything could be out of whack.
