Yes, I am happy to report that SAP did answer and the problem was fixed.
Find below their solution:

"The problem occurs during extraction of the
role data from the storage and the data does not come to the BEx.
The problem seems to be the following. You need to set up a parameter
in the configuration table SSM_CUST managing roles. Here in this table
you have a record CONDENSE_MENU = 'YES'. You need to add one more line
with DELETE_DOUBLE_TCODES = 'NO'. What is currently happening that
according to the new processing from the R/3 Basis side, the records
with the similar transactions assigned are being filtered out from the
display. And each workbook is associated with the transaction RRMX in
the role definition and therefore removed.
Please add DELETE_DOUBLE_TCODES = 'NO', relogon to the system and
check the appearence of the workbooks."

http://forums.sdn.sap.com/message.jspa? ... 08#8756208