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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And all the people that don't yet have Thorn (including me, having played for 3 months on XB1 and 9 months on PS4, before year 2)? While I accept it is available from the "legacy" engrams (although not confirmed) I have yet to get one from a Legacy engram (and I've bought 4 so far and have most of the year 1 primaries).