Ask Mr. Smarty Plants

Mr. Smarty Plants has a good database showing six native Lantana species; these can be reviewed by searching the “Plant Database” using Lantana as a keyword.  Pretty much all of those are native to the southern states [farther South than Virginia!], so I’m guessing your Lantana is likely a commercial cultivar like discussed here. There is a shrub, Viburnum lantanoides (hobblebush), sometimes referred to in retail trade as a Viburnum Lantana, that is native near to your area of VA.  These and several previous answers [which I've included in this discussion] have a good amount of information helpful in differentiating Lantana varieties and their care. 

All this advice can be summarized pretty easily.  All Lantanas are deciduous and drop their leaves in the winter.   The behavior you describe, especially as you brought it indoors kind of late in the season – is typical of a deciduous plant going dormant preparing for the winter [Just like the trees outside!].  Here is another reference discussing Lantanas in the winter.

Dormant plants don’t need much water, nor do inside plants.  Repotting a dormant plant is not a good idea; they don’t have the strength to recover well and it is a very good idea to let it dry out. Checking the leaves to see if the plant is dry is also misleading; the leaves naturally dry out as the plant heads towards dormancy.  Instead, the best method is to check the soil by using the "finger" method. Stick your finger into the soil in the pot. If the soil feels dry, to the depth of about 2-3 inches when you insert your finger in the soil, then it needs watering. Remember however that this is winter time, so let the soil dry out thoroughly before watering. It’ll be fine when it is that dry, but won’t really come back strong until the spring. Always err on the side of the plant being a little dried out, rather than overwatering and drowning the plant.  Here’s a question and reply addressing several plants, including Lantana, as potted plants spending a winter indoors.