Right now it's mostly done to give commercial growers more crops sooner resulting in more income. If you can get three crops in six years from a plot of land as against two crops, which would you prefer?
Another reason for grafting (budding) is you get more bushes from a cane from budding that you'd get from the same cane from cuttings. At the base of each leaf is a small bud. Each bud can be a new rose bush when budded onto a root stock. A healthy cane containing 12 leaves (a leaf is composed of 3 to 7 or more leaflets) can produce 12 rose bushes while the cane, divided into cuttings will produce three if all take.
A cutting takes three years to produce a bush the size of a two year old grafted plant.
The easily rooted rootstock cuttings are placed in the field as soon as a mature crop of rosebushes is harvested in the fall/early winter. By spring these are rooted and the buds harvested from the canes of mother bushes are budded (grafted) onto them. They are allowed to grow for a year, then harvested and sold. Budded rose bushes, otherwise known as bare root roses, can be easily stored in refrigerated warehouses for 6 months and can be inexpensively shipped to home gardeners or commercial growers for resale as blooming potted roses. They'll produce a full sized blooming rosebush the first season.
Cuttings can take from 4 to 12 weeks to root. Once rooted they must be moved to a larger pot which makes them more labor intensive.
Sold as newly rooted cuttings,(bands), they can take two or more years in the garden to reach the size of a budded rose. If raised to near full size, shipping costs can be more than the bush as they're usually shipped in the pot. Dirt costs a lot to ship.
One cane = 12 bushes vs one cane = 3 bushes. Easy storage and shipping vs costly shipping and no storage.
Which would you choose?
Growing potted plants must be sold soon or they lose their flowers and must be stored until thy rebloom.
Most home gardeners buy the flower, not the variety like rose enthusiasts do.
It boils down to economics with grafted roses for the big growers or ease of starting just a few roses from cuttings for the home gardener.
For us at home, it's not the money. We can babysit and wait for a plant to grow.
This is an over simplified explanation as there is more involved with either method, but I think you get the idea?

There is not a simple answer to your question. You need to know your zone/climate, your unique growing area conditions & your roses to make the proper choice of own-root vs grafted roses to plant in your garden.

In my z4a area, most tender roses such as HT's are not vigorous enough or have long enough growing season to perform well on their own-root but in your z9 area may grow just fine on their own-roots. My own-root Veterans' Honor is 1/2 the size of my grafted VH.

On the other hand, hardy roses (ie Ag. Canadian roses, rugosas, etc.) & semi-hardy roses (ie Bill Radler roses-Knockout series, Dr. Buck Iowa State roses, Bailey's Easy Elegance roses, etc) are far better own-root than grafted.

Then there is the sandy soils of Florida & the Gulf coast area which harbor a nematod that attacks & kills most rose roots. If you are going to grow roses in this area, you need to grow them on Fortunia root stock which is resistant to this nematod.

I'm guessing other people can point to other examples of why to choose own-root or grafted, but again you need to know your area & how roses grow there which is different than my area, Karl's area or someone else's area before you make your rootstock choice.

To me, it's a matter of what you want. If it's instant gratification, roses now, so to speak, then grafted is for you. If, on the other hand, you want roses for the long haul, those that get better with age, then own root is for you. I believe, when it comes to beauty in the garden, patience IS a virtue. The choice is yours, use it wisely.

Wow, thank you! What great information :)
I think I'll get some grafted roses for instant gratification and take some cuttings from other roses to raise up myself.
I have experience with taking soft-wood cuttings but I haven't taken any hard-wood cuttings or done much layering, I wonder which propagation methods have worked best for the members of this forum?
Thanks again, I can say that I learned something new today!

Aaaannnd . . . There are some roses which, bred into a world where anything but budded was highly unlikely, just don't grow well on their own roots.

Tom Carruth told me a while back that in the future, that would be a consideration, in selecting roses for eventual release -- that if they couldn't grow well on their own roots, they would not be grown on.

Jeri