I've two potted azalea's and one of mine has done the same. Mine has some growths on it though which are tinged Grey/blue.
The same tiny growths are also on a potted dwarf weeping willow and small blueberry bush. The weeping willow has started to bud though, whichis usual for this time of year, I think it's a weeping willow it's a salix. It will be interesting to hear if anyone knows what's wrong with them... does your azalea have any growths on it...