Since you live in Las Vegas, I suspect that the problem on your roses is related to low humidity. The edges of the petals are most sensitive to drying during sunny, windy conditions with low humidity. You may be able to prevent the problem by erecting a barrier to slow the wind and/or light shade to cut down on the intensity of the sun. In most regions roses grow best in full sun and with good air flow, but in the Desert Southwest excess drying can lead to problems.