Powdery Mildew isn't permanent, but, in my experience, it is a difficult problem with roses inside in winter. I'd suggest contacting a greenhouse grower to see what they do and use. My only very amateurish suggestion is that spraying is the only way I know to control it.

Here is a link that might be useful: Garden Musings blog.

A summer-strength oil spray will control most of the problems on indoor roses--spider mites, aphids, and powdery mildew. And it's safe to use indoors.

Unlike blackspot, PM can be controlled by various "organic" sprays, such as oil, sulfur, and potassium bicarbonate. Washing the foliage also helps.

I control Powdery mildew in my greenhouse with a large continuously running air circulating fan mounted overhead. It helps keep the foliage dry after watering and seems to prevent mildew. I seldom have a problem with it and never have to use any fungicides. For indoor plants such as yours, a regular light spray with a fungicide from a misting bottle will prevent it. By setting the spray to coarse, the droplets will not spread and will stay in the vacinity of the plants. In any case, I'd use a mask when spraying.
It responds well to organic sprays. Baking soda makes an inexpensive control for powdery mildew on plants. The baking soda fungicide is mostly effective as a preventative, offering only minimal benefits after your plants have become infected.
A small oscillating fan will do the trick indoors.
Kill the mildew with a fungicide spray and prevent further infections with the fan or a baking soda spray used regularly.
Warm days and cool nights with no air movement can cause an outbreak. The spores are in the air all the time so they just need the right conditions to germinate.
A few of my old garden roses get it on new foliage during periods of little air movement. Rugosas on the north side of my house that get only filtered sun, little air movement, and stay damp much of the day get it bad.