I've never heard of screws and rawl plugs introducing damp to an outside wall and am in fact about to do it for my own Kiftsgate rose on the front, plain brick wall of the house. As well cared for ramblers get pruned to keep them prodcuing new wood for renewed flowering it shouldn'tget tooo heavy for the wires.
I have recently cut some unwanted ivy growing up a painted wall firther along and that has left unsightmy dead roots clinging to the wall which will need to be scrubbed off, thus doing even more damage to th esurface.
And once ivy and Virginia creeper and so on get to the level of the guttering and roof they can be a real menace.
However, I do agree a couple of well chosen small conifers or other evergreen shrubs would add to the year round interest in the border. A viburnum tinus would add flowers in winter and nectar for early insects..