I do have many roses that are own root. I don't worry about them. They will be fine. But even my grafted ones are always planted deeply to encourage them to grow roots above the bud union graft. Plus the fact that the graft is buried makes the roses much more hardy. Leave the graft above ground and the rose dies over the winter.
But if the winter is bad enough, like this February, I can loose them even though I plant deeply and they have been here established for years. We will soon see.