Maybe a stupid question, but do you have database privileges to create roles? Enterprise databases like Oracle, PostgreSQL and SQL Server offer fine grained access to privileges for doing things on the database. Unless your DBA permitted creating roles, the Create Role tool might fail. This is something out of control of ESRI and must be handled by your DBA.
The first step is to review the permissions / priviliges your current login / user has, to check if you are allowed to create roles. If you have, then it may be time to contact ESRI support.