I have had rust in the past, but thankfully it tends to die here during the winters (see, there IS a reason I put up with these cold winters!)
Last year when I got in - in mid September - I cut everything back, made sure I tossed all the waste for my garbage pickup and not mulch it, and hoped we had a cold winter- which we did. So far, no rust this year, BUT, it could still show up.
The honorable hybridizers would never ship anything with visible rust - and take almost drastic steps to prevent any disease (rust or anything else) from infecting another garden. But as has already been mentioned, there are no guarantees no matter where the plants are purchased from. And as has already been mentioned, it could come locally too.
For the most part, I don't worry about where a plant comes from - just that I am dealing with someone I can trust ~Jan