Upvote:2
I wouldn't be at all surprised if the term originates from the Tudor period of Henry the VIII whose emblem of the House of Tudor was the red rose.
This excerpt from the Oxford English Dictionary (OED) does indeed point to it:
under the rose: privately, in secret, in strict confidence; = sub rosa adv. Also in extended and allusive use.
[The origin of the phrase is uncertain. Compare post-classical Latin sub rosa (see sub rosa adv.), and also early modern Dutch onder de roose (1599 in Kiliaan), Middle Low German under der rosen, early modern German unter der rose.]
Earliest known usage from OED:
1546 in State Papers Henry VIII (1852) XI. 200 The sayde questyons were asked with lysence, and that yt shulde remayn under the rosse, that is to say, to remayn under the bourde, and no more to be rehersyd.
Upvote:3
I saw one in Germany - can't remember which city. I had the impression that it was not uncommon. I've also heard this in connection with Cosa Nostra.