Your knock out roses appear to have suffered from roseslug sawfly feeding.  The roseslug sawflies are most frequently active mid-May through early June.  They cause windowpaning damage on the leaves.  This occurs when the sawfly consumes most of the leaf but leaves behind the upper epidermis which becomes frosted as it dries out.  Eventually it dries out and drops off the leaf, and a smooth-edged hole remains.  As the sawfly becomes larger, they may chew through the entire leaf or consume large sections of the leaf.  Turn the leaf over and see if there are any small pale green 'caterpillar looking' insects on the underside.  If there are, then you still have active sawfly larvae.  If there are no insects on the underside of the leaves, then they are done feeding at least for now.  We have a couple species in our area and one of them has multiple generations a year.  This means they may be back later and your roses should be watched for further signs of feeding.  An insecticide used for treating roseslug sawflies has the active ingredient called spinosad.  There are a couple different products on the market that have this, and an application when larvae are feeding will provide control.  There could be other insects present and if there are questions about those, I'd suggest bringing in a sample to the New Castle County Extension office on Wyoming Road.

Brian,
Thank you for the quick response. It looks like the sawflies are finished for now. We will get the insecticide you mentioned and be prepared for the next time they show up.
Thanks,
John Desmond

You are welcome.