SQL privileges are actually separate from roles.  There's a few options to export those:

1. The ^SECURITY routine which Sergei linked to.

2. The Security.System.ExportAll() method:
http://docs.intersystems.com/latest/csp/documatic/%25CSP.Documatic.cls?…

3. The Security.SQLPrivileges.Export() method:
http://docs.intersystems.com/latest/csp/documatic/%25CSP.Documatic.cls?…