Input selection dialog doesn't appear with a new group permission

1. Yes, when installing BF only anonymous user and authenticated user roles get permissions by default. This is by design. The reason that drupal core comes with those 2 roles and the reason you can not delete them, is that all users fall into one of those 2 roles, either they are logged in or they are not. Meaning that giving only those 2 roles the permissions enables them for everyone on the site which mimics drupal's core settings. Nothing will change if you give the other roles permissions, unless you remove the same permission from the authenticated user role first.

2. If a role only has access to 1 format then you will not see a selection box. This is how drupal core and BF handles this situation as there is no need to show a selection if there is only 1 possible format to use. By default when you create a role, it is not given any permission to use any format. So the only format a new role can use is the global site default format (filtered HTML by default). Untill you go to admin/settings/filters and give those roles permission to use more formats.

Ok, this is probably caused by an omission I left out. I've corrected and pushed out an RC2 with other fixes. Please try 1.1-rc2 and see if that fixed it for you.