You may be too far north for them to be true woody peranneals. If the same thing happens next year, then in the fall, prune it back and mulch over as if it were a hybrid rose.
Yes you should cut them back. You should also do a site analasys.
If your Rhododendron was planted in a sunny location that may very well be your problem. They are better served being in the shade.
what kind of rhododendrons are they. I know pjm hybrids can take zone 3. rhododendrons will resprout when cut back. they also need alot of organic matter in the soil and they will get root rot if the soil is too wet. they need moist well drained soil. john