Thanks for your question.  Where are you (and your tree) located--country?  Have you kept it covered with shrink wrap day and night?  Any chance you can attach a photograph?

Thanks!

The fig tree is at the backyard. Yes, it is shrink wrapped day and night. Location is Niagara Falls, Canada. Photos attached. Thank you.

Fig trees are deciduous, so its losing its leaves this time of year wouldn't be unusual.  I suspect that your tree is also not thriving due to the shrink wrap causing lack of sunlight, air (carbon dioxide) and water.  You should be taking the enclosure off during the day so the leaves can continue to photosynthesize and obtain air, but can protect it from the cold at night.

Know, though, that since fig trees are a semi-tropical tree, they are not hardy below USDA hardiness zone 8, and Niagara Falls is in zone 6b.  So it's too cold (on average, historically) for your tree to survive your winters (-5 to 0 F).

Here's an article about fig trees that may answer some of your question.

Hope this is helpful.