A lot of rose growers de-leaf their plants for just this reason. A leafed out rose trapped in a warm, stuffy shipping box can easily develop blackspot. I would do what you're doing and remove all the leaves...they will quickly grow back fresh and healthy.

I grow three 'Boscobel' and they are extremely healthy and floriferous.

A leafed out rose trapped in a warm, stuffy shipping box can easily develop blackspot

I grow three 'Boscobel' and they are extremely healthy

It reads that you are saying the plant becomes infected while inside a box - with there having been no black spot present before the plant was boxed up - and that the fungus also develops to the point of being fully manifested and visible during the mere days it takes to ship the box.

I wonder how this is possible.

I always assume BS spores are everywhere and just need the right conditions to manifest. Even folks in normally dry area of CA get BS if the conditions are right. Many times my roses seem to get it overnight, but I know it was there... waiting.

On the upside when it came in the boscobel rose plant also had two flowers and one unopened bud on it. The flowers and the scent was just amazing. I can't wait for the next bud to open. The boscobel rose plant has already exceeded my expectations. It would be a treat to see it in full flush when that happens.