The cause for moving azaleas to shadier areas is after they get attacked by lace bug insects. Some varieties are more susceptible. Whitish specks on the upper surface of leaves and dark spots varnish-like on the bottom are symptoms of Rhododendron Lace Bugs, Stephanitis rhododendri, and Azalea Lace Bugs, Stephanitis pyrioides, small insects with transparent wings on under-surface of leaves.

If yours look OK then there is no reason to move them. I usually don't remove drought dieback until I am sure what is dead. That may take 12 months to determine. The parts that are still alive can send out new shoots from adventitious buds under the bark.

I, STILL DON'T GET IT; ARE AZELIAS BETTER IN FULL SUN OR SHADE?

I can grow most of them in full sun in my climate, but I'm close to a large body of moderating water (the Pacific) and have at least as many cloudy/foggy days as bright days.

High shade, dappled shade and sun, or some shade during the hottest part of the day is preferable in many climates - but some varieties do well in full sun, especially deciduous varieties. While more sun typically produces more compact plants with more blooms, the blooms will not last as long as those in less intense sun.