Help! Our Roses have a Weird Blossom

Today in our front yard I noticed that one of our rose bushes has a strange, weird blossom. Here it is:

Here is another picture from a different perspective, looking down on it, with some actual roses in the foreground:

The mystery blossom is definitely not a rose.

Even its stem is not the stem of a rose. It’s soft, fuzzy, and does not have any thorns. Its leaves are not the leaves of roses. It does not look like a rose. But it is growing right out of a branch of the rose bush. Unmistakably.

Here is a picture of one of its leaves:

It is not some type of rose leaf, I think. It does not match the normal five-leaf pattern of roses.

Is it some kind of parasite that preys on roses? The blossom is quite delicate and actually pretty. It lasted about three or four days in good bloom before it started wilting.

I tried to google this but to no avail. Do I have nature-savvy readers who can help with this? What is this mystery blossom on our rose bush?