Yea, I know what you mean. I had to wait a while to handle a baby of mine who was actually really defensive, but he at least ate alright during his settling in. You have to really be careful about those petstores, I hate them with a passion when it comes to selling any animal and recommend an actual breeder completely! They never know what they are doing and like to lie at places like that.
Although, yes the change could very easily be making him stressed. Actually all my ball pythons eat during -their- shed, but it is common for them to refuse during that time...I just get kinda lucky with that as well. I also can handle mine easily during the shed cycle, but Owen(my spider) is just -slightly- jerky and uncertain about what's going on when his eyes are blue.