I think there are certain advantages and disadvantages where own-root vs. grafted roses are concerned. The reason many grafted roses die over winter in cold climates is because they have a vulnerable bud union (the graft) that is exposed to conditions it can't tolerate, like desicating winds or cold temperatures below its hardiness tolerance. This is especially true if the bud union is planted above ground in cold climates, rather than the two inches below the surface level that is often recommended.
By definition, own-root roses don't have this same problem because there is no vulnerable bud union. The canes on a rose grown on its own roots may certainly die back, but without the plant dying. The roots simply send up new canes when spring comes, that are "true" to the cultivar (because they are the cultivar).
Some of the very best, most prolific performers in my garden were grown on their own roots. For example, I purchased my Bouquet Parfait hybrid musks (shown here) from Heirloom Roses several years ago as tiny little spits of a thing that were only a few inches tall, and they are now over twelve feet tall with huge arching canes that produce hundreds of blooms at once -- and repeat! But other own-root roses that I purchased, like J&P's "New Generation" release of The Disneyland Rose, never got above a couple of feet tall, while grafted versions of Disney that I saw in nurseries were easily twice as tall.