Well, that's a disappointment. Aside from the look you're after, the pine chips and stones won't harm your roses or any other plants. Living in a pine grove, I am never without a layer of pine needles in my beds. My mountain of wood chip mulch, made from my own trees, is all pine wood and needles. I use it year round. As for the stones, my soil is just as much stones as it is soil, and it doesn't seem to matter.

There's been some discussion about whether or not pine mulch can make your soil too acidic. It won't.
My property had not been disturbed for generations, accumulating layers and layers of pine needles, bark and branches, but my soil is alkaline. I have to add sulphur to make my hydrangeas blue.

If the appearance of the mulch bothers you, maybe you could buy a bag of the 'good stuff' and spread a thin layer on top. At least, it will all decompose over time and you will know what not to buy next time.