Red leaved weeping JM's are very sun tolerant....that's not the issue. And I doubt it is anything you need to be overly concerned about unless it should start to proliferate throughout the tree. Winter dieback of random branches on weeping dissectums is not uncommon. Even in my very mild winter climate this happens from time to time....often just partial stems or branches, now and again an entire branch.

Thinning out the crown next month might help. Sometimes these just become too congested and branches can shade out their neighbors.