I don't think it is strange at all.
Mine had lost most of their leaves too over the Winter, exactly as the Mother plants always do here in NJ inside.

My Adeniums (and Pachypodiums) always drop their leaves in the Fall, why shouldn't the seedlings do the same?
Ken, mine are starting to green out at the tips this week! They will look just fine in a couple of months.
Willeke, your seedlings look beautiful!