Well the lighter colours do require some shade, and I have noticed that they do tend to get a little frosted and the leaves go brown, or at least the really light ones do. The darker ones do seem to be more tolerant I find.

I find my heuchera do best out of direct sun,especially the light/lime green ones.

Maybe less pigment in the leaves makes them more delicate

I can endorse the above comments. I have had the same problem but since moving the greens and yellows into shade and the reds and dark orangy browns into more sunny positions, they are all doing a lot better.

Makes sense Penny