Sue - I have humidity here, so I don't know if a vertical leaf would make any difference. Rust fungus spores would probably land on upright leaves fairly easily, IMO. The moisture on both the top and bottom of BOTH vertical and horizontal leaves with any breeze would probably allow rust spores to stick any daylily plant.
I think your summation of more area on the wider leaves to become infected is one point, but I almost wonder if there is something else about narrow leaves that make them less susceptible to rust (or much more rust resistant)?
Are there any narrow leafed cultivars out there that are highly susceptible to rust? I would be interested to know.