No need to cut them off from the rose's point of view but if they are advanced enough you can cut them for a vase.
Roses often do flower late in the season - I have a couple out at the moment, looking a bit sad after our first frost but still all in one piece.

I've had roses blooming at Christmas, just depends on the weather, I would leave them on & hope for mild days.

I'd leave them on too. they cheer up the garden in the darker months. I often have the odd one in flower at Christmas too.

Let the plant decide what is appropriate for its current conditions.