Check that the root ball is moist but not overly wet. Container grown azaleas and lots of other plants can dry out at the roots after planting because the growing medium in the pot and the native soil are usually quite different. If you have been experiencing a lot of rain, excessive moisture can also be a problem. Make sure the root ball is slightly above grade to help with drainage. The new growth of deciduous azaleas like Gibraltar is normally quite soft so there may be nothing at all to be concerned about.

Thanks for the advise, will check moisture levels.