Plants purchased at orchid shows have been through a lot being packed up, transported, unpacked, pawed over by dozens of people, loaded in another vehicle, transported again and eventually plopped into a new environment that probably isn't what they were used to. Along the way they are crowded, shaken, go though unusual heat or cold or dry air, may get slightly dehydrated in a hot car driving down the interstate with windows open, or blasted with A/C, etc. A few leaves may drop, but if it stops there it is rarely serious. True recovery will take until new growth comes in and new leaves can grow, but as long as it stops with leaves and there is no rot developing they should be OK.