They were developed for your area in your area. The bud hardiness ratings achieved through testing are:

Golden Lights -30F
Orchid Lights -35F (some say -45F)
Northern Hi-Lights -30F
Pink Lights -35F
Rosy Lights -35F
Spicy Lights -35F
White Lights -35F

Enjoy!

Here is a link that might be useful: Azaleas and Rhododendrons for Minnesota

I have to say, I have many azalea in my yard, but this one just didn't make it. It was gorgeous when I planted it, came back one year and then just shriveled up and died. I have a true Orange one (sorry, I don't have the tag and don't remember the name) planted right next to it, and it's doing fine. I have them both mulched with pine straw for acidity, but I just don't know what happened to the northern lights

I have three not protected from winter in any way doing extrememly well.

I have grown Golden Lights, Orchid Lights, Northern Hi-Lights and all 3 have thrived with little care other than a light mulch. Our lowest temperatures are about -23. One thing in addition to looking at the flowers that I've enjoyed is that the Golden and Northern Hi-lights both have a nice scent.

I would think you'd do fine with some of the hardier of the Lights series.