You're doing just fine. You don't really have to prune butterfly bushes or roses except when there is a situation where they will suffer if you don't. Just wait and if you need to trim them later, we have several months of dormant time for you to decide.
Roses do better if they're pruned properly but lots of people overdo and end up with gangly bushes. Roses also should be pruned at different times of the year depending on the type they are. I didn't get to listen to the show last week but I'm betting Howard covered that.
Cedar mulch has the benefit of being insect repellant, but mulching with partially composted material is just fine. You may have had the little plants pop up from seeds that were already there, just waiting for the right conditions to germinate. The warm rich compost was just the right thing.
I'm betting you're right about the cold weather taking care of them for you, but they could also go dormant and come back in the spring. It's a gamble, but the stakes aren't that high.
Get a copy of Malcolm Beck's "Lessons in Nature" and read it through. You'll relax about your approach to gardening in general, laugh a lot, and learn a lot.