I bought them at the big box store last summer/fall so maybe they need time to adjust from wherever they came from.

It's very common for rhododendrons to bloom little the year after planting. The traditional explanation - correct or incorrect - is that they put most of their energy into root growth. The rhododendrons commonly available at big box stores often have very sparse root systems because top growth has been forced by lots of fertilizer to make the plant look lush and attractive.

PJMs are about as hardy as rhododendrons get, but they really do need a few hours of direct sun to set lots of flower buds and grow compactly. If yours are in shade, they will grow and bloom, but not in the way they would with some sun. Mid-May bloom was about right in ME this year - 2 to 3 weeks later than normal.