I can't say what happened with the azalea, but the lovely flowers you posted a photo of do not look like Cardinal Flowers (which can be white), but more like Penstemons, a different species of plant altogether from the Lobelias.
Your plants do look healthy, but I wonder if the seeds you bought could have been mislabeled? And possibly the plants that bloomed last year have not survived, or have not yet bloomed?
Hopefully, someone else will chime in. I planted a Cardinal Flower once, but it didn't like my conditions enough to stick around.