Reasons why leaves did not fall off a tree in winter
There are a handful of trees that do hold onto their dry, brown leaves throughout winter. The term for this is “marcescence’. The abscission layer on there trees does not completely form until spring, which allows them to hold on to their leaves much longer.
As winter approaches, tree leaves stop producing chlorophyll. That exposes other colors of pigment, like reds and oranges. At that point, the branches also begin to develop their “abscission” cell. These are cells that scissor off the dying leaves and seal up the stem attachments. But if the weather drops early in a sudden cold snap, it can kill the leaves immediately. This takes the leaf color directly from green to brown. It also prevents the development of the abscission tissue. This essentially means the leaves are not scissored off the branches but instead remain attached.
Don’t worry, your tree will be fine. The leaves will fall at some point, and new leaves will grow normally the following spring!