My test shows that your issue probably is not related to the mentioned versions of WP and URE. Shortcodes just work.
Do you use shortcode with Classic Editor or under Gutenberg? Re-check if some auto-conversion is not took place and ‘[‘ or ‘”‘ symbols were not replaced with come HTML entities, etc.
Thanks. I have upgraded to WordPress 5 with gutenberg block-editor. But that’s a while ago. I use the shortcode blocks. It’s a multisite, but I have tried to activate the User Role plugin both in network and local. Even changed the template.
As you can see in admin. Shortcodes work (the Woocommerce shortcode).
Just successfully retested [user_role_editor] shortcode with Gutenberg shortcode block. It works at my test environment. Let’s find a reason why it stopped work for you. Yes, try to deactivate all other plugins and make another test.