Some people apply grafting wax or tree wound/pruning sealant, especially if the rose is not disease resistant.

It's a Belinda's Dream, which is supposed to be very disease resistant. Thanks for the advice.

I'm one of those people who never seals the pruning cuts on rose canes. I have about 2500 roses to tend and about half of those need at least some annual pruning and I don't seal the cuts. The reason you would do so is to deter cane borers from entering the plant, but I find that happens so rarely (and I am not convinced that sealing cuts helps prevent it anyway) that I don't see the value in doing so.

There is no relationship I know between a rose's disease resistance and the act of sealing pruning cuts.