This sounds like a sarcastic answer, but it isn't.... they go to another host plant. They, too, have one purpose in life and that is to continue the species. Many friends of mine have lost roses to cane boring insects. The best remedy that I know of is to cut out the damaged wood and remove it from your garden. Sometimes you can save the rose that way, and other times, they win. Roses with dense foliage are less prone to attract cane borers in that sunburned canes are weaker and easier for them to attack.

You might want to do a Google search and research the life cycle of cane borers and find a way to interupt the cycle.

Good luck with your roses.

Smiles,

Lyn