There's a yes answer and a no answer.
If one gardens on soil that is already ideally suited for growing precisely the roses you are planting, I think the answer is no. Otherwise, it is mostly yes.
Some roses do very poorly on their own roots. These roses tend to need premium soil in order to do well. They need loose soil high in organic materials and nutrients. And they need soil that absorbs and releases water effectively. In fact, one of the reasons rose suppliers began propagating on a different rootstock was so that they could distribute roses that did not do well on their own roots.
On the other hand, rose plants that are grown on very vigorous and robust rootstock tend to be more forgiving about marginal soils. They will survive and maybe thrive in poorish soil when that same rose on its own roots might do poorly or fail. I have four Julia Child roses grown on multiflora rootstock and they are very vigorous. I planted three more on their own roots a year later and they have been growing much more slowly. They are planted in precisely the same soil, have the same light, get the same attention. It may be that the own root roses will catch up. It may be that they will outlast the grafted ones. But if I want them to grow as vigorously as the grafted ones I will need to treat them to more diligent care.
There's one other thing. In my observation of the rose trade there is a kind of implicit standard for grafted plants which more or less sets a minimum in terms of size of plant sold. In general, this size is larger than the size of plant sold on its own roots. In my experience, the probability of losing a rose that is on its own roots and is sold as a band is very high unless one pots it up and grows it for a year or two before planting it out in the garden. The probability of losing a two year old grafted plant is much, much smaller. If I must buy roses on their own roots I always buy the biggest potted size I can because a gallon may cost half again as much as a band; but it has maybe three times the chance of surviving in my garden. So one of the differences in treatment arrises from differences in customs between rose suppliers.