I am not certain if growers treat their plants with spray after harvesting, but I do know they cut them back and throw them into cold storage. They do clean the plants up before shipping. The roses are not dormant and it's likely that the pruning cuts do heal.
As for what happens in your garden ... if you transplant in the fall, your roses are probably not dormant, but are slowing down. There is still enough cellular activity for the wounds to heal. As long as there is no rain immediately after you have transplanted, the pruning cuts should heal and you should have no problems over wintering disease spores.
If you have to move the plant and rain is predicted, you can always seal the cuts with wood glue. You do what you have to do and sometimes that means you "break the rules."
Roses are tough and they will survive being pruned at the "wrong" time of year.
The perfect example is my garden this year. My roses have had a deer chomp prune all winter. That's how long it took me to find out where the deer were getting into the garden. The deer can't read calendars. They pruned my roses at the wrong time of year all winter ...
and there was a lot of rain and snow this winter.
I'll have to compensate by feeding the roses differently, but the roses will come back just fine.