It isn't enough to have the surrounding soil moist because the roots aren't there yet. Instead, the roots are still only within the rootball that you moved.

So, if you haven't watered that area, you need to.

I did water the rootball before it went into the hole and have been watering it consistently since. My concern was that maybe it has too much water? I didn't know if they were water sensitive. The area where it come from was not as wet as where I put it. Do they need a dryer soil?

Just a stab here, but since the new area has a lot of clay in the soil, it could be that it is too wet and also that the roots are not getting enough time to "breathe." If that is the case, root rot will set in.