is the a module similar to data_export_import that includes user roles?
I have never used Data Export Import, so I don't know whether it has special features or functions that you need for your use case.

For the use case of exporting everything (except file and media attachements) from my live site to my dev site, I use Backup and Migrate.

What it does is not in any way "advanced". It just mirrors the entire database, including content (nodes etc.), users and taxonomy terms. All references including NIDs are preserved, and user roles are also preserved.

There is nothing in your question that suggests that Backup and Migrate may not serve your use-case, but I may have overlooked something.