Why would a new user role have default permissions that are greyed out and cannot be changed?
Under Drupal 7, assigning a permission to the authenticated user defaults that permission to all roles except the anonymous user. If you wish to have a lesser role (non-authenticated) you are going to have to remove the permissions from the authenticated user first. Then set up a post authentication role with the permissions you wish to add on authentication and set up a rule to assign that role when the user authenticates.

(I know! Not straight forward at all!) Remember that the permissions are additive. You do not have to repeat their assignment. Just specify the permissions that each role will add to the default. Then assign the roles to the users as required.