They do that for selling purposes... to make it look like you are buying a full size plant... I would split it into 3 separate plants...

I dug one up, and broke their long feeding roots. They were only down in the ground for two weeks, they certainly grew fast! Now I have three roses with fine hair root. :(
How do I dig and divide them properly? And, should I pot them up, or plant them back in the ground? I mean, how much did I hurt them?

Oh, I didn't know you already had them in the ground...

Since they were only planted for two weeks, you should be able to replant them into the ground, water well and they should take off again... Mist them in the heat of the day if it's really hot there...

some years ago when I was getting bare root plants from Edmunds and J&P, I'd often get two grade 1 1/2s bundled together in place of a grade one if they ran out. A note would be attached explaning that they could be separated and planted individually or planted together as one plant. The two together would give a bushier plant sooner while planted singly would take a couple of years to get to any size.
If already growing together in a pot, I'd leave them as is to avoid didturbing the roots, especially the feeder roots. Separating them at this stage could set them back quite a bit. If you've already done it you may wish you hadn't.

Do they bloom less when two were planted together? Are they as healthy as one single plant? Do insects eat them more than others? It is nice to know, even I may dig them up this weekend.

You raise an interesting question. Years ago I knew a man who ALWAYS planted pairs in every spot...two trees, two daylilies, whatever. His reasoning was that they could coexist until one showed clear superiority, and then if he needed to he would take out the weaker one. Worked for him, but it made me scratch my head.
In really good soil I sometimes plant more than one...like three shrub roses in a hole the size of a bathtub, to form a large mass fairly quickly. Today at the base of an arbor I am planting a Parade and a Thomas Affleck in the same large hole, hoping that the Affleck will cover the Parade's exposed legs. (The flowers are almost exactly the same color.) On the other side I am planting a Crepuscule and a daylily of the same light yellow. That's about as wild and crazy I as I ever get in the garden. (It's okay to laugh.)
Laura

I also post this subject at "garden village", here is one person's response, "We have 2 icebergs you are right they make sort of large plants .Let them stay as they are but give them space , don't plant any thing within 4 or 5 feet one bush should 3 feet."
It's interesting to know "it" develops into a larger plant. Can one assume crowding doesn't reduce flowering?
Now, I have new headache - I planted them as a short hedge, it was supposed to be five plants in a row ( spacing one and half feet ). If "it" will grow to be 4 - 5 feet, instead of 3 feet; I need to thin them out, or increase spacing to 2 1/2 feet (in this case, I don't think 3 feet is needed). Thin-out should be easier.

The more you fool with them the more problems you'll encounter. In zone 8 I'd always allow the maximum distance between bushes. In my zone 18" would work. Crowding does not reduce flowering. Take out every other one as three feet will be fine. At 4-5 feet each they'll still grow together into a nice hedge.