Why doesn't fleece work on delicate bushes through winter?

I think the weather was so severe that even fleece on its own was not enough for some more tender plants/shrubs. Did you do a double layer? I think that you need to insulate the shrubs not only with fleece, but maybe straw or newspaper as well, inside the fleece and around the shrubs, if you can't take them into a greenhouse.

I lost most of my Coprosmas, even tho' I fleeced them so this year, I have them in pots and they are all going inside for the winter.

The advice to me was to remove the fleece temporarily during milder periods.

~those fleece bags with the draw strings are not nearly heavy enough to protect the most delicate plants~buy the heaviest gauge you can find on ebay and swathe the complete plant down to the ground using pegs if necessary to hold it in place~ remembering to cover the top of the plant well~loosen it during the day when the temperatures allow but remember to wrap it up again before it gets really cold again in the evening.If you already have the bags you can always pull over in addition if it is windy.
I lost a really old orange tree through relying ion the bag alone!

your bottle brush should have survived without the fleece ,and may well have done without it. The trouble with fleecing things is that you do need to remove it every time the weather eases off, and in Britain, that means you'll be wrapping and unwrapping about every 10 days, give or take. I also wonder whether your plants are in the ground or in pots - many plants are vulnerable to the cold from their roots, so wrapping the pots in bubble wrap or similar helps too.
I'd be overwintering Mimosa inside the house or in a greenhouse.

Last year I bagged some plants and made a fleece compound round others where the fleece wasn't actually touching the plant. In all cases, the fleece compound did a much better job than the bags.