Answer: Azaleas as a group tend to be more airy, especially if grown in shadier locations. They are often used successfully as foundation shrubs. The "dense shrubs" to my mind would be plants such as toghtly clipped yew, or naturally tight growing juniper, that are so dense that air really does not penetrate the interior of plant.
In any case, foundation plants need to be planted far enough away from the building that they receive rain at the roots. The plants will also tend to grow somewhat lopsided in that they reach toward the light and do not grow as much on the building side. Then, too, routine home maintenance usually includes periodically trimming the plants on the back (building side) for access for caulking, painting and so on.
So I am not certain this is an issue of such broad concern, with the exception of locations where the building is placed in a poorly ventilated site. By that I mean in a low spot where moist damp air tends to accumulate naturally, or in a location in the woods for example where breezes and sunshine do not reach the building and so the air is generally somewhat humid and stagnant. In my experience, these are locations where algae would tend to grow on the building with or without the barrier of shrubs.
I suppose it is a matter of opinion as to where this would or would not be a potential problem. When the wood is well maintained and properly sealed against moisture, a normal planting should not cause damage except possibly in a stagnant situation as described above. In any case, I would not consider azaleas to be particularly dense.
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