It's likely that home growers are subtly discouraged from using this method for fear they're going to produce the next "Peace" or "Mr Lincoln"... that privilege is reserved for the "professionals"
I know that the multiflora roses in my area propagate exuberantly from seed... I do wonder if some of the modern roses (the Knockout series, etc.) might produce sterile or very nonfertile seed? At any rate, I'm going to try it!