They are always a delight to see in the wild!
I remember seeing them on mom's roses once in a while. Usually she was very careful to always pluck them off, or deadhead them as they called it. Apparently she believed that removing them would give the rose bush more energy to produce more blooms.
I think the deadheading does help and saves the plants energy - nothing wasted to produce the seeds.
The wild ones just do their things :)