Hi, 

The photo isn't clear enough to see what it is for sure, but it looks like it is lichen which you are right, is harmless. The other azaleas could have just been old or had other stressors that caused them to die. Ph or the acidity level is important for ericaceous plants like azalea and if it is not at the optimum range it can deter important nutrient uptake. If this one seems otherwise healthy then there shouldn't be a concern. You can send clearer photos of the leaves if you would like or the overall plant if you would like us to look at those for any signs or symptoms that would cause stress. 

Azaleas can get a bark scale so a better photo that isn't blurry will help us to determine if that is what is on the branches. 

You can also review our diagnostic page for common azalea and rhododendron problems and see if you notice anything else that may be effecting the plants. 

Emily