Watering helps alleviate heat stress, but it can't do it all. Certainly, you prolonged their life above ground, but in the end, the lilies decide what is best for them and they want to die back. I see no problem there. In fact, I think it is a good thing. It's true that some asiatics will be more tolerant to heat than others, but none have ancestral genes that are adapted to your heat. When die back happens is always dependent on climate, and yes, it can change from one season to another.
Now if possible, keep them a bit drier now that they are "dormant", and try to keep the soil cool with some kind of a mulch cover (if you haven't already).
