One of my rhododendrons has the same problem. It seems unlikely to be the cold. When I lived in z5NY, the rhodies tolerated much colder weather, snow and ice every year without damage (deer were another story).

The troubled one I have has brown leaves on at least half of its entire self and I don't see new foliage forming on the branches (yet). I also have not trimmed them off, but I snipped one to see if the wood looked green and wasn't encouraged by what I saw.

Could be windburn; broad leaved evergreens always seem to suffer from that if it's been a severe, windy winter. Or possibly sunscald due to ice on the leaves acting like a magnifying glass. You can wait a bit and cut back anything that's truly dead, rhododendrons happily accept pruning and will readily sprout from trimmed branches.