Without a photo it is a bit hard to say what is going on.  However, speculation is as follows:  The most common cause of rose defoliation is caused by rose slugs (a type of sawfly related to wasps); they may have already come and gone leaving their damage behind.  If any were to remain, scouting at night would make them easier to spot.  

Caterpillars and sawflies cause damage by feeding on the leaves, resulting in leaf skeletonization or defoliation. Severe defoliation is unsightly and can interfere with plant growth.
https://extension.msstate.edu/sites/default/files/topic-files/flower/pest-of-roses.pdf
http://cues.cfans.umn.edu/old/extpubs/6953rosepests/6953_01.html