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Transporting Roles 
You can use the BI Transport Connection to transport roles that are delivered with SAP Business Content and customer-own roles.
Roles that are
delivered within SAP Business Content are found in the namespace SAP_BW_. If you want to modify the delivered roles, you
first need to copy them to namespace SAP_BWC_ in the Business Content function area of the
Data Warehousing Workbench. For more information, see
Business Content
(Versions).

We recommend that you always transport roles using the Data Warehousing Workbench BI transport connection.

When transporting from role maintenance (transaction PFCG), you need decide whether the user assignments are to be transported and not just the authorization profiles.
Do not transport any roles that lie in the SAP_BW_ namespace. After an upgrade, these roles are overwritten with the new SAP delivery version.
...
1. Gather together the roles that you want to transport, as you would for a standard transport.
2.
Select the roles,
and choose
Transport Objects. The Prompt for
Transport Requests dialog box appears.
3.
Write the objects
to an existing transport request or create a new transport request. Choose
Continue.