I have a thornless rose bush and it has NEVER had any roses on it. It is about five years old and was huge, just no roses. I cut it to the ground this last fall and it is coming back beautifully, but not one rose. I have another one about five or six feet from it and it is covered with blooms.
Assuming the rose is getting a minimum of 6 hrs of direct sunlight daily, I can only suspect that you have a dud. It might be that the graft failed (or pruning cuts were below the graft) and rootstock took over; this may have happened at the nursery. Sometimes a rose develops a "blind shoot" but an entire shrub of blind shoots is unheard of. If you purchased from a rose grower, let them know; if they have heard of similar problems with this particular rose, you may be given store credit. One last thought is to make sure you aren't over-fertilizing. Too much nitrogen favors green growth, not flowers. I don't think this is the problem since you should get a few flowers even with high nitrogen.