A user can only be logged in as one role at a time.
You need to log in by specifying the role Username: System Adminstrator\MyUser
If you do not specify a role, then one will be randomly assigned. So, one time this user will be the System Administrator, then next he may be a Security role.
If possible, only create one role per user. A new role can be created that combines the two permissions. However, If you need more than one role, then specify the role when logging in.