Hi Kent, welcome to Permies! I think you don't need to worry about it. If the trees were alive in the fall and you watered them well before it froze, you did everything you were supposed to do. I believe evergreens die off in the winter due to lack of water because they're trying to stay "green" all winter. Deciduous trees are dormant so they don't need to use much (if any) water over the winter.
If it makes you feel any better, I planted over 100 trees and shrubs in sandy soil and I didn't water them in well this fall. Not that I know much but at least you're well ahead of me