Here in south central WI - I never saw them on my roses, but something has decimated even the Wm Baffin and rugosa. However the other day was at friends' house and they literally had clumps of them on their roses.
I have one plant that seems to attract them and it is a gaurs, perhaps Siskiyou Pink. Again clumps/pairs of them all over. OTOH, it isn't all bad, I know where to look and then I flick them into a container of water mixed with some cooking oil. Drowned!