When you separate a pup from it's mother, it has to adjust to growing without the mother's support (including making a larger root base, etc) and because of this the leaves often fall off as the plant just can't support them with the small base it initially has. Don't worry too much if it doesn't have any leaves, all the action is going on underground and once it establishes itself it will start putting out leaves like normal.
I once had a pup that I separated and planting and for MONTHS it did nothing above ground except sit there (I began to wonder if something was wrong lol) and then one day it just started putting out leaves like normal. I've already harvested a wonderful bunch from what is now a mat, and it's put out the second generation of bananas with tons of other pups to follow