Oracle Knowledge Base [ID 745407.1] explains this.
The DEFAULT clause in the:
alter user default roles ;
specifies the roles granted by default to the user at logon. This clause can contain only roles that have been granted directly to the user with a GRANT statement, or roles created by the user with the CREATE ROLE privilege. You cannot use the DEFAULT ROLE clause to enable:
Roles not granted to the user
Roles granted through other roles
Roles managed by an external service (such as the operating system), or by the Oracle Internet Directory
Roles that are password authenticated.
Roles that are implemented as secure application roles.
For password authenticated roles, the change has been introduced in version 10.2.0.5 and 11.1.0.7.
For secure application roles, the change has been introduced in the Oracle releases 10.2.0.4 and 11.1.0.7
These changes will apply to all future releases. The above mentioned restrictions will be introduced in the future documentation.
One can easily turn the password enabled roles into standard roles by running the script resulting from:
select 'alter role '||role||' not identified;' from dba_roles where password_required='YES' and role not in (select role from dba_application_roles);