I have a something that looks like moss on my azaleas. It has almost killed one of my plants and I noticed when I was fertilizing my plants today. It feels just like moss, and you can rub it off the branch with your hand. On the plant that is almost dead, it is more of a scale substance.
Certified GKH Gardening Expert
Lichens are commonly found on azaleas and rhododendrons. The lichen and/or moss is not likely to harm the azalea or spread to your garden, it just looks bad. Probably due to over damp conditions, shady location, or dense plant growth.
Here is an article that you may find helpful: https://www.gardeningknowhow.com/ornamental/fungus-lichen/treatment-tree-lichen.htm