Ok, all the leaves were gone: As in no trace of leaves left on the entire rose bush at all? Rabbits/ deer/?
Were the canes bothered? If so, Rabbits/deer/?
If leaves have a lot of holes: insect of some type

Sounds like you unwittingly hosted a picnic for deer. I can think of nothing else (other than perhaps a lunatic neighbor) that would painstakingly strip multiple rose bushes of ALL their leaves.

If it is deer, they'll be back. Spraying once a month with Liquid Fence has kept them at bay in my garden.

The 4 roses that were damaged were, Lemon spice, double delight, Sheila's perfume and Mary rose.

I saw no trace of leaves on the ground, but they are small leaves, maybe they blew away?

These are small, they aren't even a foot tall yet so when I say the entire bush was gone, i mean all 4-5 leaves on it.

The stalks were not damaged at all. the steam of the leaf is still present attaching it to the stalk, but no leaf.

Thanks for the quick response - btw

Rabbits or deer. without a trace. That's how they leave them. If rabbits, get some chicken wire fencing to put around the plants until they can grow up. Deer, a harder problem. Much taller fencing needed. Sometimes deer repellant works, but you have to keep up with applications and you have to reapply if it rains.

Liquid Fence has a high degree of rain resistance and does not need to be reapplied after each rain, at least it doesn't if it's deer you're trying to repel. The label states that it's effective against deer and rabbits. My experience has been that to deter rabbits one has to spray much more frequently, whether it rains or not. If I had only rabbits to deal with I think I'd conclude that spraying isn't worth the trouble.

I've rarely had rabbit damage on my mature roses, but they play havoc with many other garden plants. The density of the rabbit population in my neighborhood seems to vary dramatically from year to year. When the population levels are high, the amount of damage they can do overnight is mind-blowing. If I had to choose between having only a deer problem or only a rabbit problem, I'd agree to keep the deer around. No contest there, IMHO.

If you keep your roses fed and protected they will likely regrow their leaves. Usually one would not fertilize until after the first bloom flush, but yours might need some extra help to get their second leaf set back out.