Not much difference other than $rose has the potential to become true on the first clock cycle, whereas the covergroup transition bin requires that sigA start at 0. Also, $rose is true for an X->1 transition.
If you coded the sequence as
sequence sigA_cov;
@(posedge clk)
!sigA ##1 sigA ##1 !sigA ##1 sigA
endsequence
Then they would be exactly the same.