I see no reason to be worried. The leaf will continue degrading, and will ultimately drop at the base where it attaches to the stem.
In my low humidity conditions, cuttings drop their leaves because they can't reach a water intake/transpiration equilibrium.
Making a DIY greenhouse with plastic wrap can help with that.
They're totally able to root and grow from nodes without leaves, as long as you give them a good amount of light.
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I fertilise my orchids with the ashes of the ones that didn't want to bloom.
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