These are lichens and luckily they are not killing or harming the plant. They do often indicate that the plant is performing poorly. I have seen azaleas in full sun decline and have problems with thinning foliage, so lichens move in. Here is a video that may be helpful with explaining lichens. http://www.clemson.edu/extension/hgic/videos_posters/videos/lichens.html There would be another issue going on with the azalea leading to thinning foliage...which would need to be corrected to improve plant health :) hope this helps!