They are mostly sold in spring because that is when they are in bloom and bring higher prices and more customers. Actually fall is the best time to plant. The catch is that they have to still be healthy when you plant them. Some garden centers, like those in big box stores where the help aren't especially good plant experts, may have trouble keeping them alive through the summer. If they are still healthy in the fall, then that is the best time to plant. The only caveat is that you must mulch them well so that frost heave doesn't toss them right out of the ground.

Here is a link that might be useful: How to grow rhododendrons and azaleas.

I think that planting container-grown azaleas at this time of year is fine, with a little bit of extra care (watering). Quite honestly, they would probably be far better off being planted than having to endure the rest of the summer at a nursery.

By planting them now, you'd have less frost heaving as the plants will have had some time to establish some roots into the surrounding soil system. I'd suggest that you do not fertilize at planting time, in case you were thinking about it.