Setting authenticated user role to 0 causes other issues

Sure, basically load a user, change their username and save them again via services. The actual test code looks like this (sorry, this is quite long, but well commented and you can skip most of it - just want you to have the full picture):

/*
 * Now let's retrieve our user to change
 */

// set vars for this connection
$nonce = getUniqueCode("10");
$method_name = 'user.load';
$timestamp = (string) strtotime("now");
$required_args = array();

// now prepare a hash
$hash_parameters = array(
  $timestamp,
  $domain,
  $nonce,
  $method_name,
);

$hash = hash_hmac("sha256", implode(';', $hash_parameters), $kid);

// prepared the arguments for this service
$required_args = array(
  $hash,
  $domain,
  $timestamp,
  $nonce,
  // note, this is now the logged in sessid returned by user.login
  $loggedinsessid,
);


// any user-defined arguments for this method
$user_args = array(
  0 => array('uid' => 55),
);

// add the arguments to the request
foreach ($user_args as $arg) {
  array_push($required_args, $arg);
}

// prepare the request
$request = xmlrpc_encode_request(
  $method_name, $required_args
);

// prepare the request context
$context = stream_context_create(
  array(
    'http' => array(
      'method' => "POST",
      'header' => "Content-Type: text/xml",
      'content' => $request,
    )
  )
);

// connect
$connect = file_get_contents($endpoint, false, $context);
// retrieve the result
$response = xmlrpc_decode($connect);

// display the result on screen
if (xmlrpc_is_fault($response)) {
  print '<h1>Error</h1>';
  print '<pre>'. htmlspecialchars(print_r($response, true)) .'</pre>';  
  trigger_error("xmlrpc: $response[faultString] ($response[faultCode])");
} else {
  print '<h1>Received</h1>';
  print '<pre>'. htmlentities(print_r($response, true)) .'</pre>';
  // save user for manipulation
  $thisuser = $response;
}


/*
 * Now edit the username of the loaded user
 */

// set the new username
$thisuser['name'] = 'test';
// unset the authenticated user role due to known issue: http://drupal.org/node/827858
unset($thisuser['roles'][2]);

// check the user object before we send it back
print '<h1>User</h1>';
print '<pre>'. htmlspecialchars(print_r($thisuser, true)) .'</pre>';


/*
 * Now save the user array back to Drupal
 */

// set vars for this connection
$nonce = getUniqueCode("10");
$method_name = 'user.save';
$timestamp = (string) strtotime("now");
$required_args = array();

// now prepare a hash
$hash_parameters = array(
  $timestamp,
  $domain,
  $nonce,
  $method_name,
);

$hash = hash_hmac("sha256", implode(';', $hash_parameters), $kid);

// prepared the arguments for this service
$required_args = array(
  $hash,
  $domain,
  $timestamp,
  $nonce,
  // note, this is now the logged in sessid returned by user.login
  $loggedinsessid,
);


// any user-defined arguments for this method
$user_args = array(
  // user array is sent back to Drupal
  0 => $thisuser,
);


// add the arguments to the request
foreach ($user_args as $arg) {
  array_push($required_args, $arg);
}

// prepare the request
$request = xmlrpc_encode_request(
  $method_name, $required_args
);

// prepare the request context
$context = stream_context_create(
  array(
    'http' => array(
      'method' => "POST",
      'header' => "Content-Type: text/xml",
      'content' => $request,
    )
  )
);

// connect
$connect = file_get_contents($endpoint, false, $context);
// retrieve the result
$response = xmlrpc_decode($connect);

// display the result on screen
if (xmlrpc_is_fault($response)) {
  print '<h1>Error</h1>';
  print '<pre>'. htmlspecialchars(print_r($response, true)) .'</pre>';  
  trigger_error("xmlrpc: $response[faultString] ($response[faultCode])");
} else {
  print '<h1>Received</h1>';
  print '<pre>'. htmlentities(print_r($response, true)) .'</pre>';
  // save user for manipulation
  $thisuser = $response;
}

Without the line commented "// unset the authenticated user role due to known issue: http://drupal.org/node/827858" then I get Illegal choice 0 in Roles element. as a response from the user.save method. With that line, everything works as expected, the altered user object is saved back to Drupal.

Changing status, more information provided. =)