Hi,
There would be 2 possible problems:
1) Changes are not saved to any role due to JavaScript error. Check the browser JavaScript console if it contains error messages after “Users->User Role Editor” page opening or after click on the “Update” button.
2) Role which you try to change is re-created by some plugin on a fly for every user requests. You may test this deactivating temporally all plugins except URE and update a role again.
What case is yours?
