Sue, I did not realize that daylily hardiness is not subject to a daylily's foliage
The two things are inherited separately, as you can see by those of us in severely cold climates who grow all daylily foliage habits. But one thing to bear in mind is that as long as people in warm winter climates prefer evergreens because then they have foliage year round, while some in cold winter climates prefer deciduous daylilies because they look nicer when they emerge in spring, there will tend to be an association simply because the deciduous daylilies are being tested for cold hardiness while the evergreens are not (unless trialed elsewhere). Of course it works vice versa, the deciduous daylilies are often not being tested for heat tolerance.
Thus there may well be an apparent association, contributed to by people's hybridizing preferences. That's why it is safest to buy daylilies, of any foliage type, that have been tested in a similar climate to one's own, unless one wants to be the one to do the testing
Perhaps there are daylilies that lose their cold acclimation (which has to be re-established before each winter) quickly and thus do less well where there are freeze/thaw cycles than in climates like mine where the ground remains frozen throughout winter. There are also daylilies registered as evergreen in the "south" that set resting dormant buds in cold climates. Whether these evergreens were actually dormant but kept their living green foliage in the warmer areas is something I've wondered about.