If the weight loss was gradual then internal parasites could be a problem. However, internal parasites usually are not a problem. Most fish have them and they co-exist together fine. My guess would be that the problem is not getting fed enough or often enough. Some other disease such as tuberculosis is a possibility.
If the weight loss was rapid then the fish may be suffering from dehydration. This would cause rapid weight loss as the fish has lost the ability to osmoregulate efficiently. This can be caused by many things, including gill flukes (not uncommon in wrasse) or a bacterial infection of the gills. I would reduce the salinity to counteract this in quarantine (check the pH daily). I would also consider treating the fish for gill flukes with a series of 3 formalin dips, one every third day. If you look in the library at
http://www.MarineAquariumAdvicce.com then you will find an article about how to use formaldehyde as a treatment for parasites, The formalin dips should cure gill flukes
Terry B