I never had to cut or prune. The roses wilted and recovered all by themselves. They themselves shed the leave they cannot handle and preserve the others they can soon handle.
The need for pruning for roots is not so simple. If you keep the leaves on, they make food in the sun soon and send the food down to re-establish the roots faster. The leaves that don't wilt or soon recover help the roots.
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Duh! Speaking of the preaching the bleeding obvious.
Gardening in Central Norfolk on improved gritty moraine over chalk ... free-draining.
I'd say better to prune.