It is possible that there will be some loss over the winter just as there can be over the summer from drought or from a dog digging up a plant, but I think it is very unlikely that frost will kill all these roses over the winter, assuming they've been in place and growing well since April or May. Spring in the NE is a slow, steady, gentle process in comparison to spring on the plains; at the same latitude it starts earlier and finishes later. I think these roses will get a better start with their canes in the air and sunlight.
Knockouts and Dorothy Perkins are cold hardy to zone 4b. This bit of seacoast must be zone 6a, at least. With the ocean so close you can hear it, I think that only some extremely unusual weather, could cause a significant problem. In Toni's zone 5 garden I'd bet those cultivars on their own roots would be fine more than nineteen winters out of twenty. And if they did suffer from cane dieback, as Toni said, they should come back from the roots.
Toni, do you get cane dieback on Knockout and Dorothy Perkins? Or is it the hybrid tea roses and floribundas?
I'm sure I underestimate the difficulties of growing roses in Denver, but I did grow one or two tea roses in zone 6b with no special cultural practices, not even mulch. And the roses above are not tea roses.
I'm looking forward to the photos.
Sleep Well. And Good Luck.