These cables work with Empress pedals so I thought it would be ok with the Rose.

https://empresseffects.com/products/midi-to-1-4-cables

What is happening in these little MIDI boxes that these adapters can't do ?

Short answer: Opto-isolation and conversion to a voltage signal.

I've bought a few of those cables to confirm if they work.   We usually require one of the boxes because DIN MIDI is specified as current-mode, designed to light an LED in an opto-isolator.  It is less complex electronically to share the jack between aux switches, expression pedal and a MIDI option if we can receive it as a voltage signal.  Of course, in the year since we released the Rose, things have transitioned to using adapter cables like the one mentioned.