They are lovely on their own, but that's really not the point!
They're on pretty much every baby name thread here asking for middle names. I feel like shouting "BINGO" when all three are mentioned 
I have nothing against people picking these names if they love them and they mean something to them.
But they're just so ubiquitous they have become the default. If someone here suggests May, Grace or Rose to someone else as a middle name, I think come on, how hard did you think about that? Not at all really!
It's like my asking DP "do I look nice in this?" and him saying "yes dear" while hardly looking at me! It's a stock response, requiring no imagination or thought at all IMO.
Purely personal preference now, but I think it's a real shame not to use a middle name which means something to you. And unless you have a particular reason to use May, Rose of Grace (which to be fair, many people do) why go for the default when so many other names are available to you? Also it's a chance to go for something a little more interesting / less conservative than the first name (as they so rarely get used) or alternatively to add a conservative name if you've gone for an outlandish first name!
Why not chose a relative you want to honour, or your favourite actress / musician, or a name with a great story behind it, or one from your grandparents' country if different to your own - or whatever, just not the default!