A frequent explanation, from scientists who should know, is cross-contamination. Large stores tend to stock both birdseed and pesticides. There are accidental spills sometimes and the spillage gets mixed together (they can look similar to the untrained eye). Also, many seed crops up north are sometimes sprayed with chemicals. Up north, birds may have developed a resistance; but not north Texas birds. Hence, birds visiting your feeder can sometimes be eating poison.
It doesn't happen a lot (once is plenty). My advice is to play it safe, and avoid buying birdseed from a retailer that also stocks weed-killer, weed & feed or pesticides. The life of a bird, or many birds, is worth more than the few cents you might save.