The dynamics of a plant going dormant are really interesting. In a sense, modern roses do not know how to go dormant ...
For a plant to go fully dormant, it pulls the sugars/nutrients from all parts of the plant above ground and sends them to the roots so that the plant can come back in the spring. The the plant also pulls moisture out of the cells of all of that growth so that the top growth does not completely freeze, leaving one molecule of water between the cells in the canes.
Robert Osborne goes into this process in greater detail in his book about hardy roses:
Modern roses lost this ability to go fully dormant when the genes for repeat bloom was introduced to the rose gene pool by including tea and china roses into the breeding of roses. The roses from those climates never had to go dormant, so they were never genetically programmed to go dormant. This is also why "tender" roses are not cold hardy.
No, 'Firefighter' does not go dormant in that it is a modern rose with repeat bloom. You may have seen BS when you planted your new plant because young roses are often more susceptible to disease as they have not developed their immune system which enables them to fight off disease. Also newly planted roses, from my point of view, are stressed in that they do not in many cases have a fully developed root system.
We have talked a lot about roots near the end of this thread:
I just checked my own 'Firefighter' and altho' it is losing leaves as night temps have dropped to freezing up here, the rose foliage is still clean.
I wrote a lot of information which has been learned about BS in the last decade in post # 466315 dated 08/15/2013
Those in colder zones than I have gardened in can give you more information about winter protection than I can because they have personal experience with that issue. I've never gardened where I have to provide winter protection to my roses.
I have to get moving, so if you have more questions, I'll try to get to them this evening.