Are they new growth twigs this season? Have they colored well in the past? IME twig color is dependent on age (first season wood has the best color) and variety. Even though it's relatively mild here also (it's raining instead of snowing), the red-twiggged dogwoods seem to have typically good color.

The Cornus should have been red long ago. Could you perhaps have a mislabeled plant? Gray dogwood? Something's not right here.

+oM