Not sure about why some semps behave differently from others. But have noticed that...also JC if you have semps in full sun - I've noticed for the first summer, I did have to protect the young or newly planted semps.
I just use anything that creates some shade for the specific plant, like larger rocks or pieces of slate, rather than covering the whole bed...since all your semps are new, you may want to figure something out to provide them some coverage from the hottest sunshine of the day. I know it says semps are full sun, I feel that mine do better in mixed, with afternoon shade.