Your second bird might just be reacting to the absense of the first bird - his friend is gone. Second, I wanted to add something about the first bird's death - do you know how old it was when you got it? You can't really be sure of how long it's been in the pet store - I mean how old it was in the pet store and it might have just gotten too old. Not your fault. Perhaps you could buy another one for the second one so he has another friend to play with. Just my thoughts.
Sorry to hear about your loss, it's hard to lose a pet. (I've lost four now!) I still have my baby, Destiny. (Tortoiseshell 'tortie' cat.)