Answer: It sounds like winter damage to me. I know that some rhododendrons struggle to make it through harsh winters. They may survive, but they don't really thrive. Rhododendron leaves roll up like cigars in the cold. They do better if they're wrapped them each fall in burlap, to reduce damage from cold, drying winter winds.
If your bushes are like ours, a few flowers will open, and it will put out new foliage. However, I'd consult with the nursery that sold you the plant, to see if your variety is rated as truly hardy in your region. I have a feeling it's probably not.
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