Rose buds do not open. Small bug inside.
by Peg
(Northern Arizona)
Doug says that there could be several explanations. I'm not sure if AZ has rose midges, but these uncommon pests can lay their eggs at the base of the bud, the larvae chew their way into the bud and eat it from the inside. This destroys the bud totally. As I said, uncommon and usually in the Northeast and Northwest.
The other option is cultural - you've stressed the plant so the buds aren't fully maturing. We regularly see this with powdery mildew and some advanced cases of botrytis. So do check out the rose growing sections for data on these problems.