I know that they don't like over 1 inch of dirt covering them so maybe that is the reason? Also peonies like a chill in order to bloom.

I don't mulch my peonies but that doesn't mean anything I'm a new gardener and I'm afraid I'm just guessing here from what I've read.

Although I do not live in an area where the ground freezes, it is my understanding that once the ground freezes it is preferable to keep it frozen and avoid a freeze/defrost cycle. Leaves piled on the frozen ground tend to insulate it from warm spells that might cause it to defrost. Al

Thanks Calistoga. I love adding information about the plants I have in my garden.

I've gone ahead and mulched. I figured that if the mulch keeps the soil from freezing for an extra few weeks, that's extra time for the peony roots to keep growing. It'll soon get to a high of 50s and low of 20s here, not warm enough for the peony roots to get confused and think it's spring, so I figured it was safe.