I, too, would be inclined to suspect heat. Urchins and inverts in general are more likely to get stressed/killed when the temp spikes. If you run hot lights and/or have no AC you will see the temp climb during the summer months.
Urchins and other inverts are also more sensitive than fish to toxins and heavy metals (copper, etc.). Are other invertebrates showing signs of stress (dying)? Look specifically at the snails. Water change plus polyfilter and fresh carbon are needed if other inverts start to drop off.
How long have you had the animal, I suspect that many urchins are so algae dependant that they starve to death when they are added as a novelty and not for control of an algae problem. Even if you have algae, the particular variety may not provide what the animal needs.
Unfortunatly, urchins that are losing their spines are generally not long for this world. Do be sure to monitor him and pull him out before he begins to decompose.
Good luck.