That is just a normal phase as Stush said. It will eventually drop all the leaves, Thea. Just keep it in a warm spot. I have brought in my Crown of Thorns too, but it is by a south facing window so it is so far holding its leaves. It got its final dose of rain for this year, last Nov 2, so it should tide it up. All my Euphorbias are in now as well. They do not like cold temps and getting wet at the same time.
It will just resume growing new leaves by Spring. With my plants, I will adjust their Spring day take out time to mid April to acclimate it to the environment change, March still too cool. It will show better signs of life in May. Sometimes, blooms first before leaves. Reminds me at times of the behaviour of Plumerias. As long as your Crown of Thorns is remaining firm, it should hold. So be very patient with them..most of the succulents are going into semi-dormancy or in full dormancy mode, less growing phase is here.
Typically, in our area here, I have observed in the past few years, Crassulas, Haworthias, Aeoniums, Senecios, Gasteria, Sempervivums, Kalanchoes, Sedums, Epiphyllums and some Echeverias can bear our mild winter conditions outside. The only enemy later is the cold rain and if we get that occasional hard freeze in January. I can try to shelter some in my growcamp when that hard freeze is forecasted..or try to move them for that overnight stay in my garage. But it is hard for my bigger Crassula ovata and Gollum to be moved, so they just endure it, suffer some leaf lost but they come back
Euphorbias, Plumerias, Adeniums, Stapeliads, Aloes got to go indoors.