The small aborted bud in the photo is consistent with rose midge damage, but I couldn't confirm it unless I inspected other aborted tips on the same plant or those around it.
Midges can insert their eggs into a plant's tissue at three different stages, and it's always centered around the new tips that would otherwise flower and bloom:
(1) Sometimes the midge will insert its eggs at the very tip of new, red-colored shoots before the rose bud takes shape. When the eggs hatch, the tiny larvae (or maggots) eat the tissue, and prevent the new rose bud from ever taking form. The tiny larvae then emerge from the damaged tip, drop to the ground, and form a cocoon, from which they will emerge as winged midges a few days later. Then they will fly right up into the same rose bush, and repeat the process. In these cases it's common to see what looks like tiny shredded "threads" of dried up, black plant tissue standing upright (some people say this looks like a tiny burnt matchstick).
(2) Sometimes the midge will insert its eggs into an emerging rose bud just as it starts to take shape. When this happens, the tiny rose bud dies and turns brown but stays in place, and looks like your photo.
(3) Other times the midge inserts its eggs into a rose bud that has already begun to mature. When the eggs hatch the larvae eat the tissue, but don't do enough damage to abort the entire bud. Instead, the damage causes the bud to bend over at 90 degrees, as if it has bowed its head in prayer. Sometimes these buds will simply die off; other times they may partly bloom or be deformed.
The best way to know for sure if this is midge damage is to carefully cut off the tips of affected new shoots, take them indoors away from the garden, place them on a flat dark surface, and carefully peel them open. Sometimes you will see teeny tiny white larvae about a millimeter or two long, if they are still present. You may need a magnifying glass to see them well (I use my microscope to confirm their presence, but if you have good vision you can see them with the naked eye). At first they will appear to be motionless, but upon magnified inspection, you can see them moving. Other times they will not be present because they have already abandoned the damaged bud and dropped to the ground.
By the way, neither the winged fly in the upper left corner of the photo, nor the green leafhopper on the right side, are the culprit (neither are midges). Rose midges are about one-third the size of a mosquito, and are very difficult to spot.
