I think most of the questions have been answered, but just to elaborate on a couple of points - yes rust spores do travel on the wind but what we don't know is how far. This would depend on the weight of the spores and the environmental conditions at the time (such as how high they were able to get in the sky etc.). Anything, animal, bird, shipping, rain splash, gardener, tools, insects that can carry spores from one plant to another can potentially spread rust as well. In areas where daylily rust is endemic then wind blown spores from elsewhere are more likely, where daylily rust isn't endemic then one of the other methods (usually new plants from elsewhere) is likely to be the source.
Indeed older daylilies didn't have the problem in the past because daylily rust didn't exist in North America before around the year 2000. That doesn't mean they wouldn't get it now if exposed to it, genetic resistance is a cultivar by cultivar thing and even daylily species can be susceptible.
In a garden rust can affect some plants badly yet not affect adjacent plants as much or at all. This most likely comes down to differences in genetic resistance and/or differences in the immediate environment from cultivar to cultivar.
Regarding my nitrogen and potassium comment above, what I was trying to say (not very clearly, sorry) is that if you're going to fertilize to encourage new growth after cutting back it may be advisable to be careful with levels of these nutrients because they may influence the severity of rust. High nitrogen can increase the severity of obligate parasites such as Puccinia rusts and potassium decreases the severity (according to Marschner's Mineral Nutrition of Higher Plants, Academic Press). This is a generalization for rusts, however, not specific to daylily rust so just something to think about when making decisions (also depends on existing soil nutrient levels).
Individual cultivars aren't likely to develop resistance to rust over time although resistance to different races (strains) of rust isn't necessarily the same. In other words a cultivar may be more resistant to one race of daylily rust than to another one. There is such a thing as systemic acquired resistance (SAR) but getting into how that might interact with rust resistance genes is beyond my level of knowledge. Nutrition is also a potential factor, as are environmental conditions. You may get more rust in a season/year when environmental conditions favour the rust and less in another year when conditions work against the rust. This may give the appearance of changes in resistance that actually do not exist.
Edited for grammar.
