You should not enable this capability for shop_manager, until you do not plan to allow change “Admin menu” restrictions to shop_manager role.

Do you write about single site WordPress or multisite? Under multisite you have to use “Network Admin->Settings->User Role Editor” if URE Pro is network activated or local “Settings->User Role Editor” for the single site.
Double check if URE was not activated for single site before you activated it for the whole network. Because it can use other copy of options in such case.