I'm not a rose grower but I have a couple of friends who grow William Baffin and do not take it down for the winter. I would think if it works for them it should work for you.

I grow John Cabot and do not take it down for winter if there is any winter damage I just trim it off. This year it grew very large to about 10' so I trimmed it back this fall to keep it in bounds. JC has been in our garden for about 12 or more years.

If you are going to bury it, make sure you can dig a trench long enough.

One advantage of burying some tall roses is the canes get hard like a branch.
I have had tall roses with new tall canes, have the canes snapped off at the base by strong winds.

If you are going to bury it also, do not uncover it too early. Nothing will kill a rose easier than even a one night hard freeze in spring.
I speak from experience.