Snaglpus,
The first issue is dormancy. This usually occurs earlier in colder climates. Here, it usually comes toward the end of the year. Last year some things were not dormant at the end of January, and a few never really got all the way there, because we had a very mild winter. Cuttings that are fully dormant store better and longer with less loss of vigor. I had some last year that were still a bit greenish, and shipping them within a week or two of cutting left them quite viable. after a month they were getting limp, indicating that they were too old.
The next issue is freshness. While dormant cuttings can be stored, often up to a year (I am still starting a few of mine from February), the fresher they are, the better chances for success.
The last issue is temperature. In the east where winters involve frost and freeze and often very cold temperatures, people do extraordinary things to protect their trees from those temperatures. They store them in warmer out buildings, wrap them with insulating materials, or even bury them. This is done to prevent exposure to cold temperatures, which can damage or kill a tree, or portions of it. If portions of it are killed, then it obviously won't releaf in the spring and bear fruit. But it also won't be viable as a source of cuttings to be used for rooting. If you want to be sure that you will have cuttings in the Spring, you take them in the fall before they are exposed to damaging temps, and thus not usable.
Finally, if you take them in the Fall, and have the facilities (greenhouse or equivalent) you can start plants during the winter, when you might have more time than when you are busy starting a garden in the Spring.
I am experimenting with starting some plants now, from cuttings that are NOT dormant, but fairly hardened (not green) to see if they will root (I am sure they will) and if they will take more readily (I think they will). I make push this farther next year and see what happens with fully green cuttings. Have to keep playing. This year was air-layering and grafting.