He became popular among Romans once the cult had been officially sanctioned during the reign of Caligula in the first century AD. There's a famous story from those times in which Cupid - the Roman god of love - was said to have given a rose to Harpocrates as a little thank-you bribe for not letting on what his mother Venus, the goddess of sensual love, was up to (very filial, that).

So the rose became the symbol of confidentiality in the classical Roman world. The ceilings of Roman dining rooms were decorated with roses to remind guests that what was said there under the influence of wine (sub vino) was also sub rosa, under the rose, privileged and not to be made public.

The symbol of the rose was well-known throughout the post-classical period and is recorded in particular in old German writings, which is how it may have got into English. The first use of the English translation of the phrase occurs in the State Papers of Henry VIII in 1546 (though the writer had to explain what it meant). The rose was used in medieval times and later much as the Romans did, and at one time appeared as a symbol in the confessional. The tag in Latin or English is still to be heard, especially among people who prize confidentiality.