Well, this is late, but...
They may not have been in full outdoor sun & wind in the nursery, & just needed to toughen up.

Wilty leaves may also mean they're too wet or too dry;
if the soil is noticeably squishy, let it dry, if you can stick your finger about 1/2" into the soil & tell it's dry, it needs water.

& sometimes transplanting upsets plants, & they go into a decline & then perk back up.

I'd harvest them when they're young & tender.
I always think the growers wait too long on the icebergs-
lettuce shouldn't be "packed" that tightly, even in the center of the head.

& the Vegetable Gardening Forum might be helpful.

Best luck, & enjoy your garden!