Well, the thing is ... I'm near the coast. BUT when I've visited gardens in Las Vegas, and Arizona, I've seen that folks there actually build little tents of shadecloth to give their roses protection from afternoon sun.
Rose literature tells us that roses need "all-day sun." But we're in CA ... and we get a LOT more hours of daylight here than, say, they do in England. And in the SW U.S., increasingly, we're getting scorching temperatures.
So, I'm just thinking that, if your roses don't have afternoon shade, temps in the 100's could really burn tender new leaves.
Someone else may have a different thought, but that would be my guess.