Certified GKH Gardening Expert
It is entering dormancy. It still needs a dormancy even in warmer climates, though your zone has cool enough temperatures to signal dormancy.
Let them die off naturally, then once it is completely dead you can remove the foliage, though leaving them on until it fall off naturally is best.
This article will help you to care for amaryllis: https://www.gardeningknowhow.com/ornamental/bulbs/amaryllis-hippeastrum/amaryllis-care-instructions-how-to-care-for-an-amaryllis.htm