The primary reason not to prune azaleas in September is that the shrub's branch tips already carry immature flower buds. These buds sit dormant until next spring when they rapidly swell and burst into bloom. Clipping azalea shrubs in September removes the buds, eliminating or diminishing the number of blossoms the following spring.
Overall, it's bad practice to prune plants in early fall, especially in a mild climate region such as Arkansas. Pruning in September encourages new leaf growth that doesn't mature before the onset of the first fall frosts and freezes, resulting in dieback.
Schedule annual pruning or trimming of azalea shrubs for spring, immediately after the flower display ends.