I don't have much experience to base my observations on, but one year when I added a lot of new plants from my Mom's after she passed away, many of the plants ended up getting rust that year. The next year after a very cold winter here (for zone 8b) I had almost zero rust. None, till the fall and then very little on any of the plants. This year I have again added lots of new plants and now in the fall I have many of them showing rust.
I don't plan on getting rid of any of them for a few years, but plan to observe them and take notes on which ones do get bad rust and which ones don't. If I see the same plants are susceptible year after year I might get rid of them. If I see that there are seasons of little rust, or that the plants vary as to which ones get rust or not , then I will just have to learn to either live with it or start spraying for rust.
I was surprised that many of the new rust resistant varieties I added this year have more rust than some that are not "listed as rust resistant". The worst cases of rust are actually on just a few of the "not listed as rust resistant" plants.