I'm in Zone 4 and I grow all daylily foliage types. A bigger factor for cold hardiness may be where they are hybridized or already successfully grown. If "dormants" do better it could be more that they were hybridized in colder zones than simply because of their foliage habit, with the opposite being the case for evergreens.
When you say they are brown and dead, I assume that you give them time to sprout before digging them out? Dead foliage doesn't necessarily mean a dead plant.
