I have purchased a few leathers in the past months and this is a common characteristic. Some people say they take weeks, months to adjust to their new surroundings. After a good week or so they were out and looking brilliant.
When they shrivel like the one in your picture it can possibly be due to shedding like mentioned before (you can tell this sometimes by looking carefully at the leather as it will have a shine to it).
Like the guys have posted on this before, just keep an eye on it and see what happens.