Tiger lilies like moist soil. I had mine in moist-ish soil close to a pond and they did fine. These are lilium tigrinum aka lancifolium. I'm not sure what could have killed them...if they are dead.
These lilies don't naturally flower until much later in the year. It is possible that the grower forced them into flower and they are just done and are going dormant. You can probably just chuck them after they have yellowed and dried up. How do the bulbs look?
BTW, tiger lilies may be hosts for viruses that may kill other nearby lilies, so you may not want to keep them in the garden if you have other lilies.
'L. lancifolium' Syn: L. tigrinum (Species or Wild Lily) - Photo Gallery of Wild Lilies