Well sometimes water lilies do drop their leaves and start over if they are disturbed or transplanted. They do best in common garden soil. Potting soil can be too lightweight and too rich for them, but I doubt that's the problem here. They also like very warm water that doesn't move. I would put it in your pond, making sure it gets at least 6 to 8 hours of sun a day, and leave it alone. It should rebound if you leave it alone for a while.