My roses show this all the time this time of year.. mainly because I treat them as xeric when they shouldn't be. Plus I'm lazy & cheap & water's expensive. LOLLL But I dunno if mulch would work in your area.. I mulch mulch mulch my roses to keep the moisture down so they don't show stress like that. Is it a new rose? I usually see that in new roses (planted that year). More established roses rarely show that unless I *really* don't water & it's windy (desiccating winds).