No not normal. If you can take them back and get replacements it might help. Often shrubs will have some transplant shock resulting in some wilting but if they are all brown after only a week, something else is amiss. Did they maybe get flooded with all the rain that many got the past couple weeks?

I wondered about the flooding myself. Now all four of them are brown and browner. Definitely something wrong. I hope I can find my receipt...

If they had been established for a couple years and did that, then there would have been a good chance that they could resprout. But it sounds like the roots may have been damaged. You could dig one up and see what the root ball looks like. Sometimes if the plant was very rootbound, water can't penetrate so you think they are getting water and they're actually not and you'd see the same problem.