Yes, planting too close can impact the air circulation, but other siting issues can also make a difference. For example, if the roses are planted at the base of a slope, keep in mind that cold air moves downhill and pools at the base. That kind of thing can create a microclimate that makes roses and other plants susceptible to mildew.
As usual, it depends on the rose. Some roses are not impacted at all in that kind of situation. This the time in your gardening life where you learn from the rose.
Smiles,
Lyn