Indeed, these holes are insect damage and not a disease. The chewing was done by a very common pest called Roseslug Sawfly, and despite their name, they are neither a slug or fly, nor are they a caterpillar (though they look a bit like one). These insects are fairly harmless to the plant, despite how extensive their chewing can be when populations are high. They tend to hide-out on the leaf undersides, and can blend-in very well, being a similar green color to the leaf. No intervention is needed, but options for management of sawfly larvae (the life stage doing the damage) are included in the page linked above. If it's any consolation, we've seen roses completely defoliated by these insects recover just fine and grow new foliage without any treatment or fertilization.

Miri