This is a moth larvae that spins the leaves into cocoons. You r rose leaves have been eaten. Unopened buds are chewed adn th eopen buds are damaged. The most notorious is the Japanese beetle. It has a metallic brown body and a green head.
Caterpillars can cause the same damage.
Neem Oil, which is completely natural, is also effective. You can also spread a cloth under the bush and shake the beetles off the plants, or use traps. Wear gloves, and snap off these canes from below the soil level. Be sure the grown comes from below the graft. Bottom, or basal growth can be confused with sucker growth.