I think I have misundertood the problem. In my previous reply I was thinking lists of roles and permissions refered to was the one in Administration->Permissions where a list of all permissions for Sitefinity is available for each user role.
From the screenshots I see this is the permissions screen from Actions dropdown of a library and select "Set Permissions". When doing this for a single library you are asked to "break inheritance" in order to edit the granular permissions for library. With each separate library a different user roles are denied permission. The denied roles are not remembered from the previous library. When the deny roles dialog appears and select a role then done selecting the selected roles appear red in the permissions dialog under the roles that are having permissions.
To set deny permissions globally go to Content->Images and in the right sidebar choose Set permissions which sets permission to all libraries.
Can you describe which page are you refering to where the selected user roles are not appearing?
All the best,
the Telerik team
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