Why is a new passiflora plant dying?

I'd guess that this has been overwatered. If it's still a very small plant, carefully excavate the root ball and see if the ends of the roots are rotting or have appeared to die back. Passiflora caerulea is a pretty tough specimen, though this is not the best time of year to have planted it. If it's still very small and still alive, why not pop it into a pot and keep it under some cover until next spring when you can plant it out and it will grow away.

If its new, its probably transition shock, as Bertiefox is suggesting above. I doubt the watering is causing a problem, unless you've got it planted somewhere with no drainage. The weather is cooling, particularly at night, and your plant was probably in a sheltered place when you bought it. These are better being planted in the spring, but i don't know where you live in the UK - if you were in the south I'd say it might well recover anyway, and even if it looks bad this year, it may well reappear next spring.