Certified GKH Gardening Expert
There is quite a lot of conflicting evidence of, exactly, where these plants can survive that far North. Although fit is found in Canada, it seems to be only native to the Eastern side.
It could be that you are in an area that is slightly too cold for this plant, as this is what triggers the color change (senescence) and falling off (abscission).
Alternatively, if you find that it does well near your area, elsewhere, then it may be a case of lacking phosphorus in the soil.
This article will give you more information on these plants: https://www.gardeningknowhow.com/ornamental/vines/virginia-creeper/virginia-creeper-maintenance.htm