Sixlines pick at rocks; that he's picking where they USED to be probably isn't enough for conviction

Sorry you lost your blues... my Tubb's blues or whatever they were called withered away to nothing over a few months while all my other zoanthids flourished, so you're not alone if that's any consolation!
On the other hand, if you've only had it a week and the blues went from great to gone in that short a time, I suppose it's always possible. Now that you know to be suspicious it should be easy to keep an eye on things and make sure the fish isn't the culprit.