Thanksgiving Cactus have been blooming for thousands of years without dying. I suspect you are overwatering when the weather is too damp and cold for the soil to dry properly.

Thanks, Daisyl and RickM.

Underwatering seems possible...? I repotted everything to terra cotta pots a few years ago, to help avoid overwatering, but then I forget to water them for 3-4 weeks. They also don't get good light. (I live in an apartment. It is what it is.)

I always joke that I only own plants that can thrive on neglect, but my Christmas and Thanksgiving cacti have seemed unhappy with me the past few years. I just don't want them to overexert themselves if I can't manage their recovery.