The answer to this one is simple. Well water is devoid of oxygen. There is very little free oxygen underground.
It takes water a while to absorb oxygen, and if you are replacing the oxygenated water with the un-oxygenated well water faster then that water can absorb fresh oxygen the fish will begin to suffocate.
DP is correct that stratification of that magnitude is highly unlikely in a small pond like that with any water movement at all.
Thank you! I also agree this seems like the most likely answer. Even though I had no idea that well water is not oxygenated! Does this even apply if the hose was not under the water as it was filling up? I always just hang the hose over the edge, never put it in the water.
Also, my mom actually just surprised me today and got a few baby goldfish that she put in the pond when I was at work!