I’m having the same problems. The role affiliation feature is completely f*cked up.
1. I deleted a role from the system and it still shows up as a role affiliation for several of my user groups.
2. When I edit a user group the role affiliation check boxes that I previously selected and saved are deselected! Except for editor, author, contributor and subscriber, which are always selected even when I want them to be deselected!
The way the fubar’d role affiliation feature seems to work is as follows:
1. If you select a role to affiliate with a user group the role becomes affiliated forever and cannot be removed — even if the role is removed from the system.
2. The Edit User Group screen will always display role affiliations for custom roles you have added to the system as DESELECTED — even if you have previously selected them.
3. The Edit User Group screen will always display role affiliations for standard roles (e.g. editor, author, contributor and subscriber) you have added to the system as SELECTED — even if you have previously deselected them in an attempt to remove the affiliations.