I think it mght have something to do with length of daylight etc. When you bought the plant it will have been raised under artificial conditions with long periods of 'daylight' to bring it into bud. Even daylight from sunrise until 2am will not have been of the intensity of light needed to get a rose to flower. I think it will do better when we get better light conditions, and even better still outside or in a conservatory or greenhouse.
It's worth remembering that dahlias are late summer/autumn flowering plants, and are stimulated to flower by shortening daylength, whereas roses are late spring/summer flowering and need lengthening days to flower.
Having been brought from nursery conditions under intense 'Gro-lights' with long 'day-length' to a shorter period of daylight will have confused it no end.
Also, I'd cut back a bit on the watering. I agree that when in flower roses need water to keep the petals 'plumped up', but yours isn't flowering yet. Let it dry out just a little bit, then with the lengthening daylight you might just fool it into thinking that it's summer, but my best bet is to get it outside under glass.
Remember that where plants are concerned supermarkets rely on the impulse buy - people go there to buy their groceries and see a potted rose full of buds and think 'That's going to look lovely' and buy it on a whim. It doesn't really matter to the supermarket if it fulfils your expectations - you'll still go there to buy your groceries.
Garden centres and nurseries rely on people going there to buy plants - if the plants they sell disappoint their customers the customers will go elsewhere so it's in the GC's interest to make sure their plants are going to bloom when the customer gets them home. I doubt if you'd find a reputable GC selling roses in bud in what must've been mid-winter 
And another thought, I find that Baby Bio is good for foliage houseplants, but flowering plants need a bit more potash - I'd use a very small amount of a proprietory rose fertiliser.