No, a spray program doesn't mean plants are free of rust. If you're concerned you can isolate new plants as far as possible from your existing plantings for a growing season so that if they get rust it will not spread as quickly. You should try not to have the new plants where the prevailing wind will blow from them to the existing plants if possible. A little more drastic is this procedure:
http://web.ncf.ca/ah748/newpla...
However, in your zone rust would most likely not survive through a winter, especially if all foliage is killed back to the ground on all daylilies and you do not winter mulch. If the foliage isn't typically all killed back in winter then there may be a risk in some years. We usually consider Zone 7 to be borderline for daylily rust survival but winters differ.