Lol Ich for free,,sounds like one of our pet stores here.I have had my urchin almost a year and have never seen him smoke,,I just added a large pink urchin today haven't seen him smoke yet..lol
maybe he had a short circuit? see what the return policy is if he is new. all in all i think it should be fine as long as whatever is stressing him is reduced or removed from the tank. i used to step on them on the islands all the time...i still have scars and can see the broken needles under the skin. they seemed to not notice and move on so i assume they can handle stress well.
I'm thinking the stress has to do with the improper acclimation...hopefully he survives but if not the spawning photo might be fun to explain to folks..lol