Moving them across your house to the same water they've been kept in for the last month is totally different from bringing them home from the store.
When you bring them home from the store, they've just been shipped from who knows how many different handlers in a short period of time, they've been exposed to many different water parameters, including bag water, and have been tossed around in shipping several times, so they are going to be stressed and more vulnerable to picking up different things that they could normally fight off.
I always quarantine for about a month, so they've had plenty of time to settle in and by the time you move them to the main tank it's a piece of cake. I just toss them in a convalescent container to move them from one tank to the other, so they hardly notice.
