I am also curious. 

i find it hard to believe one couldn't build an adapter cable..MIDI is not complicated. But I have no idea what is up with the Rose's EXP jack.

SO what is up? How does it know it is MIDI coming and not an AUX switch or EXP pedal?

The Rose knows if MIDI is coming in (relative to an aux switch or an exp pedal) because you set it that way: https://www.youtube.com/watch?v=5hjxynHnV2E