Hi Diana,
i'm sorry i can't find anything missing. I did the exact same thing as you did: created a role with the same rights as you have, added a smen flavor as default and took a user with no other role than the mentioned one. When i log into Screen Personas, i get the flavor displayed as expected and not the normal sap menu...
Does this user have any other role from screen personas with a higher rank? This could lead to a different behaviour. If not, i can't think of anything missing right now. Did you close your browser in between to reset the cache? Otherwise screen personas will keep a lot of information about user rights etc. in the browser cache without updating it from the backend.
Regards,
Christoph