Sometimes labs lose folks who are dissatisfied and want to move on to other pastures that are thought to be greener in their own mind. All that you can do is wish them well, help them pack their crap up and get them out the door ASAP. Don't take it too hard that their tenure did not work out, everybody has to find their own happiness. And no one wants to work with someone who desires to not be there.
Don't be dejected, its them, not you.