If your Burning Bush is slow to turn color or red it is generally related to environmental issue.
Dry conditions or even warm temperatures can delay the color changes.
Also is not unheard of for the variety of Burning Bush to be miss identified in the nursery or garden center.
In my own garden I have one shrub just now starting to turn as the temps have dropped.
Here is a link with care information.
Have patience and wait and see how the shrub does over time.