Man o man, you've got a tough situation! I think your theory about water wicking is correct. The same thing happens if you install a plant with a moist root ball and the rest of the ground is dry. That plant will need water soon because the soil around it will pull it out of the moist root ball. I think you're doing everything you can. It's tough where you are because the drought is so bad. I would just make sure there is plenty of mulch over your roses so that they're not losing moisture due to evaporation.
