Being fairly new to daylilies, and a northern garden - I have had rust for the past two years during late fall. I have acquired a lot of daylilies over the past several years, so I am not surprised to have it. Interestingly enough, the bed that had rust this past fall, had been established for a year - I did not notice rust in any other beds, even those with new acquisitions.
I don;t worry about rust, because I know it will be killed with my winter. Last fall I trimmed all of the daylilies in that rusty bed and put the leaves in my trash in a sealed bag.
This thread has taught me that I should document which daylilies get rust and which ones in a bed don't if I ever have rust again. I never thought of doing that, so I am glad I have read it. I noticed that although some of mine were coated, some weren't even touched with rust.
I also agree with others, everyone's microclimate is different, so a daylily in one garden may be susceptible, whereas in another garden it might not have problems. ~Jan