Certified GKH Gardening Expert
The main goal of protecting rosebushes over winter is to keep them cold. The bouts of warm days we can get over winter can cause the roses to start to grow again and at a very bad time. This is what will kill the rosebushes. When planted in the ground the rosebushes can be mounded with soils and mulch to help keep them cold. Perhaps you can do the same with the planter boxes roses. Here are more tips:
https://www.gardeningknowhow.com/ornamental/flowers/roses/roses-winter-care.htm
https://www.gardeningknowhow.com/ornamental/flowers/roses/preparing-roses-for-winter.htm