Go into your PX Policy's Action Rules > Add Action Rule > Add Action when Matched
Type: Set Provisioning Role
You search under Provisioning Role Name but the role you're looking for is not on the list.
It is a scoping issue with your provisioning role. The user has assigned owners to the roles but not administrators.
Owners of provisioning roles control the role itself, but administrators control the membership of the role.
So, it makes sense that without an administrator you can't add new members to the role through a PX - there's no permissions to do so. What you need to do to fix this is add users who are members of system manager as administrators to your provisioning roles.