If the assigned custom role is not showing in view all my roles list for a user:
Open the Custom role record by
Go to Setup> User/ Role> Manage Role

Open the Role > Click Edit
Go to the permissions Subtab and under Setup check these permissions are added or not
- SAML Single Sign-on
- Set Up SAML Single Sign-on

If it is provided then remove the same from permissions, save the role
Logout the NetSuite and re-login and the role is listed