I have not yet seen a study a of rose glands, however glands are also present in other plants. Here are a few statements on their function:

1. Glandular hairs are spread over the aerial vegetative and reproductive organs of the Lamiaceae. They produce essential oils which apparently protect against herbivores and pathogens. From a functional viewpoint, owing to the mode and timing of secretion, the glandular hairs may be classified into two types: (a) short-term glandular hairs, which start and end secretion rapidly, and which serve for the protection of young organs; and (b) long-term glandular hairs, in which secretory materials accumulate gradually under an elevated cuticle, and which serve for the protection of mature organs. In the flower, protection against herbivores and attraction of pollinators are both apparently achieved by glandular hairs situated on various floral parts.

2. Like plants everywhere, these species need to protect themselves from herbivores and pathogens. We may think that Mint, Sage and other plants in the Dead-nettle or Lamiaceae family, which includes Marsh Woundwort, have a lovely scent and flavour just to enhance our foods and cosmetics. In reality, they produce secondary metabolites such as oils, tannins and flavonoids in the leaves to deter and protect themselves against microbial infections and herbivores. Marsh Woundwort, although not particularly fragrant to us, is very attractive to bumblebees and so is likely to be producing volatile oils in its glandular hairs, even though we can’t detect them.

3. The accumulation of essential oils in plants is generally limited to specialized secretory structures, namely, glandular trichomes (hairs) which are multicellular epidermal glands, found in some families such as Lamiaceae, Asteraceae, and Solanaceae, and which secrete terpenes in an extracellular cavity at the apex of the trichome. Storage of terpenoids in these structures can also be used to limit the risk of toxicity to the plant itself.

So, the glands seem to be for secretion of liquid substances, either for attraction, or protection, or even reducing level of toxic substances.