It is my experience that you must leave two sets of leaves ON the cutting for optimal results. It is almost inevitable that if cuttings drop all their leaves before successfully making roots, they will die.

Also, it depends what class of rose you're propagating. With some types you can take a single leaf axil with leaf to make a cutting (miniatures are famous for this), and with some, you must take at least 6 inches of cane (preferably with a bit of the branch you've taken the cutting from) and at least 2 full leaf sets for success.

I agree. For softwood cuttings, there must be leaves. Having leaves on doesn’t guarantee rooting, but no leaves guarantees failure in my experience. For hardwood cuttings using the burrito method, they must not have leaves or they just rot, in my experience.

When I kept leaves, the cutting got pull out of dirt by accident and dry out, so I tend to strip them. My success rate is less then1%, and even after rooted, half will still die of rot. I find success to be very dependant on variety.