It's a brutal transition from bare root-no leaves to 100F weather. I don't thing many roses would make it. Roses growing in pots might have a chance.
It seems to me that Pickering should credit you if they were that late, especially if you got your roses into the ground less than two weeks before searing heat. I know the weather in the midwest can change quickly from too cold to too hot. Three weeks of good care in the ground before brutally hot weather (i.e. anything above 90F IMO) could make a huge difference. In my experience with years of trial and failure that in zone 6 April is the month to plant, with more than 90% success rate. By mid May it drops to 40%. By June, even in cool weather it's pretty close to zero for bare root roses.