It would make sense with Valentine's Day! Rose was a Hand Cannon that was corrupted by the Darkness and eventually became Thorn.
Obviously, Rose wouldn't just appear. There would be a quest to purify Thorn by using it in Crimson Doubles or something.
Anyone agree?
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Rose was always thorn, it's owner was just going crazy and saw it as a beautiful rose, when it was just a sick and twisted thorn. The gun didn't get corrupted, it corrupted him. The gun was always evil.