No, there was nothing in the tank to get them sick. But if they had diseases first (which many fish do), quarantining them means you can get rid of the disease before you introduce it to your tank, and then no matter how many fish you add, if they are quarantined, your tank can remain disease free.
If you introduce fish to your tank without quarantining them, you introduce disease to your tank, and every fish you add to your tank there on after, whether you quarantine subsequent fish or not (if your tank already has disease, it doesn't matter if you quarantine fish in the future, they will just get it as soon as you add them to the main tank).
So quarantining your first fish does make sense. Not quarantining your first fish, but then quarantining fish after that does not make sense.
Anyways, rubbing on sand and rock is often a sign of external parasites (making the fish itch). As long as the fish is still eating and is not showing signs of illness or injury, it should be okay. If it does have a parasite, quarantining it would have prevented that parasite from spreading to your entire tank (which, if it is a parasite, has now happened).