I see from the photo you sent that there is new growth on your azaleas so I am going to guess they were dry for a time, most likely in the summer and that is when they dropped the lowest leaves. The lack of sunlight also contributes to the thin growth. I suggest you prune them back by about one half but not all the way to the sticks. Leave some foliage to make nutrients for the plants. This severe haircut could either force new growth or shock the plants to death. Either way you get rid of the azaleas with the naked legs. Azaleas have shallow roots and cannot handle dry soil. Good luck, Marianne Binetti