De la documentación:
INHERIT...It does not apply to the special role attributes set by CREATE
ROLE and ALTER ROLE. For example, being a member of a role with
CREATEDBprivilege does not immediately grant the ability to create
databases, even
if INHERIT is set; it would be necessary to become that role via SET
ROLE<sql-set-role.html>before creating a database.
Es decir, esas opciones no son heredadas automáticamente, como sucede con
los permisos sobre tablas y demás objetos. Hay que usar SET ROLE.