First off, Roles have no control over Palettes.
Second, when you say NO Palettes, I assume you mean no 'user defined' palettes, correct? The system generated palettes, like History, System Materials, Roles, etc., they're still there, correct?
When you create a User Defined palette the information needed to define it is stored in the registry.
Now there are a couple of things that could be causing this problem. First the data is not getting saved when you end your NX session, which could be because somehow you're no longer allowed to write to the registry. That should be easy to check.
The second is that the system is not reading the registry data properly. Not really sure how you could check that, but you may need to delete the existing entries for your version of NX and start over. You will need to use the 'regedit.exe' utility to do that (look for the 'Unigraphics Solutions' folder).
John R. Baker, P.E.
Product 'Evangelist'
NX Design
Siemens PLM Software Inc.
Cypress, CA
To an Engineer, the glass is twice as big as it needs to be.