There are no any specials. If you set restrictions at the role level check if there is no other values set at the user profile for the testing user.
Check if posts, pages with taxonomies listed are exist. Pages are not use taxonomies by default. If you set “Allow” with categories list, pages list will be empty as there are no pages with that taxonomy. Workaround – to add taxonomies for pages and assign some taxonomies for them or exclude page post type from the list of post types restricted for editing by URE via special filter: