Living in your zone and area, I can say I have seen strange weather conditions and responses from peonies I feel, directly relate to those conditions. I have a few peonies that literally look as if they wilted and died back to the ground, after started their spring growth. Not just one peony, but at least seven. Not always the whole plant, but sections of the plant. And of course, all have bloomed reliably in the past. Clearly there was warm followed by cold and snow, followed by more cold, sleet, rain, warm, cold etc. You have lived through it too Lespen. It has been a terrible Spring. Some of these peonies were developing buds when these untoward weather conditions occurred, tried to recover when they were hit again.
What remains blooming has now been literally melted by 95 + degree heat on Memorial Day Weekend for days now. So, though I wish I could tell you it was something you did, I don't believe it to be true. It is highly likely that it is climate related. Give it another year.
By the way, welcome! I hope you are in the Wisconsin Peony Society. Lots of peony connoisseurs there.