Several things,

Stewartstonian is only hardy to -15F. I would prefer hardier plants for your area.

Stewartstonian blooms in mid-season which is mid to late May.

Evergreen azaleas take about 3 years to develop their full hardiness.

So be patient this year, and you may have to be patient another couple years.

Hmm, I suppose it can get below -15F here, but I thought these were known to survive here. Anyway, good to know about the bloom times. Last year warm weather made everything early, this year everything seems to be late so I'll keep my fingers crossed. Assuming the plant survives, should I apply some sort of winter protection for the next couple years? mulch? burlap?

Yes, winter wind and sun protection is always a good the first 2 or 3 winters with marginally hardy evergreen azaleas. Burlap with the top left open is good. Plants sold in your area can range from very tender plants suitable down near Sandwich to very hardy ones sold inland on the northern border. I usually try to buy plants that are about 10 degrees hardier than what we expect to experience.