No, I couldn't possibly keep them all. I've been doing this for about 10 years now and some years I've had as many as 300 seedlings. What I have left from all those previous years is 9 plants. Only two of those are planted in the garden. I think maybe another 4 will get planted because I've liked what they've been doing for several years now and the other 3 will probably end up being tossed out for various reasons. I cull the duds out. Ones that don't bloom well, grow oddly or ones that are very diseased or ones that I just don't care for the blooms at all will go. And my winters will cull many of them for me. They do not get any special winter protection. They go into the winter pot ghetto with all my potted roses. If they survive that's a point in their favor.
You're right, Zuzu. I rarely keep the default roses unless they have some other distinctive characteristic.