Elsewhere the graft may be exposed if it is safe from freeze damage (I would say zone 8 is safe for typical modern roses). Or it may be covered by mulch or soil. It is best to keep the level fairly stable. Temporary deep mulching for purposes of winter protection can cause canker disease in some climates (e.g. eastern U. S. zone 5-7) with some varieties.

I don't bury my grafts either. I'm in zone 6 so it has not been a great problem for me as far as wintering. Some years, if I have the energy, I protect but a lot of years they're on their own. Either way they seem to do just about the same. I like to be able to see the graft and keep an eye on it. For what, other than new shoots, I don't know but it's just how I feel about it.

If that's the case, the goal in laying mulch is to reduce evaporation brought on by the heat of long hours of direct sunlight on the soil, and, to a lesser degree, by winds. I'd recommend that you lay only enough mulch to accomplish that goal.

There are many kinds of mulch, and we've no idea what you're planning to use; nor do we know how far above soil level you've planted the graft unions. As a general rule of thumb, I'd say that for a summer mulch in the South, a three inch layer (slightly more or slightly less) is adequate. I keep the mulch away from the base of the plant by several inches unless I'm using pine straw. Pine straw I apply more thickly and am unconcerned with how close it is to the base. Hope that helps, & sorry if I've misconstrued your question.

For mulch either cocoa bean hulls or Eucalyptus work very, very well avoiding disease.
I like the cocoa bean hulls as they can be bone dry on top and very moist where they hit the ground, and they smell nice.
I pulled purslane from them a few days ago, and it was like kneeling on a soft mattress.

I try to make sure the area around the lower unions is clear of dead leave etc. and soak the area with Serenade.
This year, the one rose I have that has what could be called a buried union, as it is below ground level but sitting in a bowl is doing very well, disease free but even in the heat my high unions are doing very well also

I've never had the mulch cause/induce/contribute to canker or cane rotting - far from it - and I've been doing it this way for well over 10 years for 80+ roses. Maybe other types of mulch are different, but IMHO, shredded pine bark contributes almost as much to a rose's health as alfalfa. There's just something about the pine smell or the breakdown products that roses seem to love.

All my bud unions are buried, by the way, and I try to use the mulch to bury larger unions that form at the cane vertices in the center. All of this promotes own-rooting by the rose you're trying to keep instead of Dr. Huey (all of mine are Dr. Huey grafts).