First of all, everyone knows (read: we just learned on Wikipedia) that roses don't even have thorns, they have prickles. But, Poison probably didn't have a dedicated botany research department so we'll let that one go.
The real problem is on the cowboy/sad song side of things. Forget "every" cowboy singing a sad song; we're having trouble thinking of one. Clint Eastwood? Anyone in Tombstone or Young Guns? There were probably no sad songs in any season of Deadwood simply because not many sad words rhyme with "cocksucker." So who's left? Michael Irvin?
Wait a second ... does the fact that roses don't have thorns and that cowboys don't sing sad songs suddenly make this work as a simile again? Friends, I believe we have just been outwitted by Poison.