I've had clams detach and "jump ship" before and I'm under the impression that they do so because they're not happy with their location. Is there more water flow or anything different in the area where you tried to move the clam to?
I wouldn't worry about this too much but if it's going to sit on the sandbed, I would put a shell or flat rock underneath it so that it can attach itself to something. Once it does that, you can move the clam onto your rockwork and hope it stays put.
