It's because of domestication and growing plants outside of their natural habitat that they get sensitive. Also, apparently some sensitivity is by design:

Modern roses emerged in 1867 with the development of the first hybrid tea, according to the American Rose Society. These varieties tend to have a reputation for being fussy, requiring constant attention.

“The conception is that they’re not tough, that they require spraying, that you have to have the perfect culture. And a lot of that has been breeding; to breed these perfect flowers, but they bred out characteristics that made the rose easy to grow in our backyards,”

(From the OP's article)