Hello Sesame, I am assuming this is an Bonsai Azalea, that being the case you can not keep it indoors and expect it to survive. This is a common mistake of many people, despite their diminutive stature bonsai are mature trees or shrubs, with all the requirements of their full grown brethren. They require sun, fresh air, nutrients, water, and a period of dormancy, in some ways bonsai are even more demanding and an azalea is not best for beginners. It is likely that the lack of two essentials in your home(air and sun) led to it dropping it's leaves, when you put it out in the trash it once again had access.
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