Because I am cruel and heartless. (*laughs uproariously*)
No, seriously, the horticultural reason is because it makes them flower better, by forcing the production of new buds.
But there is another reason - when rain is forecast, this is what happens if you don't deadhead regularly:
Let's take a closer look:
The rain knocks off all the loose petals, scattering them under the plant, which looks untidy and attracts the binmen of the garden, ie slugs and snails.
It also turns the nearly-falling petals into a soggy mush, which then clings all over the nearby buds which have not yet opened, coating them in a sort of organic papier-mache, which then prevents the new buds from opening.
All this can be prevented, simply by dead-heading your roses once or twice a week.
Or more if they are very floriferous: one of my dearly beloved Clients has been on holiday, so on each visit, I've had a whole week's worth of deadheading to do, and I have been surprised at the sheer volume of spent flowers this produced - a whole compost-bag-full, right up to the top, each time!
And before you ask, no, I don't put roses on the compost, because they have sharp thorns (botanically, "prickles" but let's not get distracted by that, so early in the morning!) which persist in the composted material, and I don't like getting nasty surprises when I check the pen, to see how it is progressing!
So you can see that there are many good reasons for deadheading roses.
Oh, and here's another one: I used to love roses in full bloom: well, who doesn't, they're lovely! And I still do, but I also find that I prefer the beauty of a bud, almost more than I like the beauty of a fully opened flower. And by removing flowers as soon as they start to fade, we can see the upcoming new buds much more clearly.
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