Answer: is anything unusual.
layer or organic mulch for best results. You should apply water, wait about twelve hours for it to penetrate the soil, then literally dig down and make sure it went as deep as it should have. In time you will be good at judging when it is time to water again.
You might also want to run some basic soil tests and see if anything is out of whack -- burning bushes are tolerant of many soil types but between road constuction and so on it is always possible that there is something different about the soil in that particular area. Your extension service should be able to help you with the testing and interpreting the results, especially if you let them know why you are testing.
There is one additional possible factor, and that would be that the plants roots have never extended outside that original root ball. This occasionally happens because the (synthetic) burlap and string are not removed and consequently restrict the roots. The ties around the main stem can also constrict the plant and the flow of moisture through it. In the "old days" the burlap and twine would decompose, but modern practice is to use virtually indestructible synthetics. If this is the case, you might want to dig them up, remove the constricting fabric and ties and replant them.
Roots may also stay within the original root ball if a clay-like dip was used to coat the rootball to keep it from drying out during the shipping and sales process. Sometimes this becomes a nearly impenetrable skin and needs to be removed manually to allow the roots to escape. You would also correct this by digging them up, removing that clay coating and replanting.
I know these last two thoughts represent a lot of work, so I would encourage you to first test the soil, consult with your extension for any possible pest problems, and possibly dig up one or two bushes and take a look at the roots to see if there is anything unusual.
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